+4,043.5%
KLAC vs ALLY
+98.6%
+3,944.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.5% |
| 7D | +7.5% | -2.8% | +10.3% | +8.9% |
| 30D | -15.3% | +1.9% | -17.2% | -16.1% |
| 3M | -19.6% | -12.1% | -7.5% | -15.2% |
| 6M | -12.5% | -9.0% | -3.5% | -9.3% |
| YTD | +33.0% | -12.9% | +45.9% | +40.4% |
| 1Y | +35.9% | -0.1% | +36.0% | +35.1% |
| 3Y | +208.6% | +64.6% | +144.1% | +141.1% |
| 5Y | +309.5% | -10.1% | +319.6% | +299.6% |
| 10Y | +2,381.5% | +176.7% | +2,204.8% | +1,335.5% |
| All | +4,043.5% | +98.6% | +3,944.9% | +2,538.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling