+3,392.0%
KLAC vs ALLE
+327.3%
+3,064.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.3% |
| 7D | -12.3% | -0.6% | -11.7% | -12.0% |
| 30D | -29.6% | +25.3% | -55.0% | -39.9% |
| 3M | -28.2% | +10.3% | -38.5% | -33.6% |
| 6M | -23.6% | +38.0% | -61.6% | -39.5% |
| YTD | +14.4% | +17.8% | -3.4% | -0.2% |
| 1Y | +15.4% | +13.6% | +1.8% | +3.0% |
| 3Y | +184.3% | +89.2% | +95.1% | +76.0% |
| 5Y | +248.9% | +51.1% | +197.8% | +148.5% |
| 10Y | +2,076.9% | +228.1% | +1,848.8% | +923.2% |
| All | +3,392.0% | +327.3% | +3,064.7% | +1,365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling