+282.3%
KLAC vs ALLE
+50.9%
+231.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.8% |
| 7D | +5.7% | -0.2% | +6.0% | +5.9% |
| 30D | -3.6% | -6.8% | +3.2% | +0.1% |
| 3M | -12.8% | +21.0% | -33.8% | -21.9% |
| 6M | +26.1% | +1.1% | +25.0% | +24.5% |
| YTD | +53.3% | -0.5% | +53.9% | +51.2% |
| 1Y | +113.7% | -7.3% | +120.9% | +119.2% |
| All | +282.3% | +50.9% | +231.4% | +189.5% |
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