+100.4%
KLAC vs ALM
+312.4%
-212.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.4% |
| 7D | +6.2% | +3.6% | +2.6% | +5.4% |
| 30D | -5.0% | +33.8% | -38.8% | -10.5% |
| 3M | -14.4% | +14.8% | -29.2% | -17.5% |
| 6M | +28.3% | -7.0% | +35.3% | +25.4% |
| YTD | +51.1% | +108.1% | -57.0% | +40.1% |
| 1Y | +100.4% | +313.8% | -213.4% | +84.7% |
| All | +100.4% | +312.4% | -212.0% | +84.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling