+3,837.1%
KLAC vs ALLY
+95.5%
+3,741.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -21.8% | +1.1% | -22.9% | -22.3% |
| 3M | -20.5% | -13.2% | -7.4% | -15.8% |
| 6M | -18.0% | -13.5% | -4.5% | -13.0% |
| YTD | +26.4% | -14.3% | +40.7% | +34.3% |
| 1Y | +26.3% | -1.1% | +27.4% | +26.0% |
| 3Y | +193.3% | +62.0% | +131.3% | +130.6% |
| 5Y | +297.2% | -9.6% | +306.9% | +286.9% |
| 10Y | +2,288.0% | +176.0% | +2,112.0% | +1,285.4% |
| All | +3,837.1% | +95.5% | +3,741.7% | +2,423.6% |
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