+267.2%
KLAC vs AON
-5.9%
+273.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.1% | -2.9% |
| 7D | +2.5% | -5.9% | +8.3% | +1.2% |
| 30D | -11.5% | -13.7% | +2.1% | -14.1% |
| 3M | -16.9% | -8.3% | -8.7% | -17.9% |
| 6M | +22.2% | -3.6% | +25.9% | +21.1% |
| YTD | +46.4% | -12.4% | +58.7% | +45.5% |
| 1Y | +91.0% | -14.6% | +105.7% | +90.5% |
| All | +267.2% | -5.9% | +273.1% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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