+470.0%
KLAC vs ALLY
+1.6%
+468.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | +3.7% | +2.1% | +4.0% |
| 30D | -3.6% | -2.3% | -1.4% | -2.6% |
| 3M | -12.8% | +3.8% | -16.6% | -14.3% |
| 6M | +26.1% | +9.7% | +16.3% | +20.5% |
| YTD | +53.3% | -1.4% | +54.7% | +53.7% |
| 1Y | +113.7% | +8.2% | +105.4% | +104.5% |
| 3Y | +274.9% | +66.5% | +208.4% | +187.5% |
| All | +470.0% | +1.6% | +468.4% | +432.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling