+2,247.0%
KLAC vs ALM
+2,100.8%
+146.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.7% | -10.9% | -3.7% |
| 7D | +10.0% | +1.2% | +8.8% | +9.8% |
| 30D | -14.8% | -19.3% | +4.5% | -13.6% |
| 3M | -27.2% | -40.6% | +13.5% | -24.8% |
| 6M | -17.5% | -57.9% | +40.5% | -13.3% |
| YTD | +25.8% | -6.7% | +32.5% | +26.9% |
| 1Y | +31.8% | +20.2% | +11.6% | +31.4% |
| 3Y | +195.3% | +879.4% | -684.1% | +165.0% |
| 5Y | +285.9% | +415.3% | -129.3% | +250.2% |
| All | +2,247.0% | +2,100.8% | +146.2% | +1,838.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling