+6,985.2%
KLAC vs ALNY
+3,957.5%
+3,027.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | -2.6% |
| 7D | +2.5% | -6.4% | +8.9% | +3.4% |
| 30D | -11.5% | +11.9% | -23.4% | -13.1% |
| 3M | -16.9% | -15.0% | -1.9% | -16.3% |
| 6M | +22.2% | -23.2% | +45.5% | +24.8% |
| YTD | +46.4% | -37.8% | +84.1% | +53.8% |
| 1Y | +91.0% | -47.3% | +138.3% | +105.5% |
| 3Y | +264.6% | +22.9% | +241.7% | +235.6% |
| 5Y | +430.6% | +30.6% | +400.0% | +368.9% |
| 10Y | +2,889.3% | +254.6% | +2,634.6% | +1,999.9% |
| All | +6,985.2% | +3,957.5% | +3,027.6% | +3,242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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