+2,838.9%
KLAC vs ALM
+2,776.7%
+62.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.6% | +6.5% | -2.5% |
| 7D | +2.5% | -7.1% | +9.6% | +2.9% |
| 30D | -11.5% | +24.7% | -36.2% | -12.8% |
| 3M | -16.9% | +8.3% | -25.2% | -17.5% |
| 6M | +22.2% | -22.2% | +44.4% | +22.8% |
| YTD | +46.4% | +88.1% | -41.7% | +41.4% |
| 1Y | +91.0% | +272.4% | -181.4% | +78.6% |
| 3Y | +264.6% | +2,004.1% | -1,739.6% | +211.9% |
| 5Y | +430.6% | +915.8% | -485.2% | +362.3% |
| All | +2,838.9% | +2,776.7% | +62.2% | +2,246.5% |
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