+288.8%
KLAC vs ALM
+2,327.9%
-2,039.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | +1.0% |
| 7D | +10.6% | +8.4% | +2.2% | +9.7% |
| 30D | -4.5% | +34.8% | -39.3% | -7.4% |
| 3M | -10.3% | +16.2% | -26.5% | -12.1% |
| 6M | +40.9% | +2.1% | +38.8% | +38.6% |
| YTD | +56.1% | +117.0% | -60.9% | +48.2% |
| 1Y | +109.0% | +313.9% | -204.8% | +92.1% |
| 3Y | +288.8% | +2,327.9% | -2,039.1% | +245.2% |
| All | +288.8% | +2,327.9% | -2,039.1% | +245.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling