+184.3%
KLAC vs ALLE
+88.9%
+95.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.1% |
| 7D | -12.3% | -0.6% | -11.7% | -12.0% |
| 30D | -29.6% | +25.3% | -55.0% | -37.1% |
| 3M | -28.2% | +10.3% | -38.5% | -31.5% |
| 6M | -23.6% | +38.0% | -61.6% | -35.8% |
| YTD | +14.4% | +17.8% | -3.4% | +3.7% |
| 1Y | +15.4% | +13.6% | +1.8% | +6.8% |
| 3Y | +184.3% | +89.2% | +95.1% | +97.4% |
| All | +184.3% | +88.9% | +95.4% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling