+4,676.4%
KLAC vs ALLY
+124.8%
+4,551.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | +3.7% | +2.1% | +4.1% |
| 30D | -3.6% | -2.3% | -1.4% | -2.7% |
| 3M | -12.8% | +3.8% | -16.6% | -14.2% |
| 6M | +26.1% | +9.7% | +16.3% | +20.9% |
| YTD | +53.3% | -1.4% | +54.7% | +53.8% |
| 1Y | +113.7% | +8.2% | +105.4% | +105.2% |
| 3Y | +274.9% | +66.5% | +208.4% | +190.6% |
| 5Y | +470.1% | +1.2% | +468.9% | +427.9% |
| 10Y | +2,997.0% | +191.4% | +2,805.6% | +1,637.4% |
| All | +4,676.4% | +124.8% | +4,551.5% | +2,790.7% |
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 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