+35.9%
KLAC vs ALLE
+15.9%
+20.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +5.0% |
| 7D | +7.5% | -0.8% | +8.3% | +7.8% |
| 30D | -15.3% | +27.4% | -42.7% | -21.1% |
| 3M | -19.6% | +13.8% | -33.4% | -21.3% |
| 6M | -12.5% | +45.5% | -58.0% | -24.2% |
| YTD | +33.0% | +21.4% | +11.6% | +21.0% |
| 1Y | +35.9% | +15.4% | +20.6% | +27.6% |
| All | +35.9% | +15.9% | +20.1% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling