+4,527.7%
KLAC vs ALM
+3,525.2%
+1,002.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +7.5% | -7.2% | +14.7% | +7.5% |
| 30D | -15.3% | -26.4% | +11.0% | -15.2% |
| 3M | -19.6% | -38.6% | +19.0% | -19.5% |
| 6M | -12.5% | -61.0% | +48.5% | -12.3% |
| YTD | +33.0% | -7.4% | +40.4% | +33.1% |
| 1Y | +35.9% | +14.0% | +22.0% | +36.0% |
| 3Y | +208.6% | +844.4% | -635.8% | +207.7% |
| 5Y | +309.5% | +410.8% | -101.3% | +308.4% |
| 10Y | +2,381.5% | +2,084.7% | +296.8% | +2,375.6% |
| All | +4,527.7% | +3,525.2% | +1,002.5% | +4,546.7% |
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 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