+5,234.4%
KLAC vs ALM
+7,705.7%
-2,471.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +7.3% |
| 7D | +5.7% | -2.6% | +8.3% | +5.7% |
| 30D | -3.6% | +32.0% | -35.6% | -3.7% |
| 3M | -12.8% | -15.0% | +2.2% | -12.8% |
| 6M | +26.1% | -10.1% | +36.2% | +26.0% |
| YTD | +53.3% | +99.4% | -46.1% | +53.0% |
| 1Y | +113.7% | +316.4% | -202.7% | +113.0% |
| 3Y | +274.9% | +2,022.0% | -1,747.1% | +272.7% |
| 5Y | +470.1% | +941.2% | -471.0% | +467.0% |
| 10Y | +2,997.0% | +2,950.3% | +46.7% | +2,980.1% |
| All | +5,234.4% | +7,705.7% | -2,471.3% | +5,241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling