+2,323.7%
KLAC vs ALLE
+208.6%
+2,115.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | +21.2% | +1.6% | +19.6% | +20.0% |
| 30D | -14.5% | +24.1% | -38.6% | -27.2% |
| 3M | -24.4% | +14.8% | -39.2% | -32.2% |
| 6M | -12.9% | +45.9% | -58.8% | -34.8% |
| YTD | +29.9% | +20.7% | +9.2% | +10.2% |
| 1Y | +31.9% | +14.2% | +17.7% | +16.5% |
| 3Y | +201.5% | +90.7% | +110.8% | +76.6% |
| 5Y | +298.6% | +50.6% | +248.0% | +175.3% |
| All | +2,323.7% | +208.6% | +2,115.1% | +959.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling