+4,421.0%
KLAC vs ALM
+3,289.7%
+1,131.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -2.3% |
| 7D | +21.2% | -4.0% | +25.2% | +21.2% |
| 30D | -14.5% | -30.5% | +16.0% | -14.4% |
| 3M | -24.4% | -46.9% | +22.5% | -24.2% |
| 6M | -12.9% | -65.5% | +52.6% | -12.7% |
| YTD | +29.9% | -13.4% | +43.3% | +30.1% |
| 1Y | +31.9% | +9.8% | +22.1% | +32.0% |
| 3Y | +201.5% | +783.1% | -581.6% | +200.7% |
| 5Y | +298.6% | +378.3% | -79.7% | +297.6% |
| 10Y | +2,324.4% | +1,942.8% | +381.5% | +2,319.2% |
| All | +4,421.0% | +3,289.7% | +1,131.3% | +4,440.9% |
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