+2,986.0%
KLAC vs ALLE
+146.0%
+2,840.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.3% |
| 7D | +6.2% | -2.2% | +8.3% | +7.9% |
| 30D | -5.0% | -8.3% | +3.3% | +1.0% |
| 3M | -14.4% | +16.3% | -30.7% | -23.7% |
| 6M | +28.3% | +1.8% | +26.5% | +25.5% |
| YTD | +51.1% | -3.9% | +55.0% | +52.6% |
| 1Y | +100.4% | -10.0% | +110.4% | +111.6% |
| 3Y | +276.3% | +45.8% | +230.5% | +171.1% |
| 5Y | +452.1% | +13.3% | +438.8% | +373.2% |
| 10Y | +2,986.0% | +155.3% | +2,830.7% | +1,491.8% |
| All | +2,986.0% | +146.0% | +2,840.0% | +1,491.8% |
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