+2,896.3%
KLAC vs APA
-2.4%
+2,898.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.9% |
| 7D | -2.7% | +4.6% | -7.3% | -3.4% |
| 30D | -13.2% | +11.9% | -25.1% | -15.0% |
| 3M | -25.0% | +22.5% | -47.5% | -28.1% |
| 6M | +23.6% | +37.5% | -13.9% | +14.6% |
| YTD | +49.2% | +87.2% | -37.9% | +29.8% |
| 1Y | +89.3% | +101.4% | -12.1% | +61.5% |
| 3Y | +274.4% | +16.9% | +257.4% | +242.2% |
| 5Y | +440.9% | +178.4% | +262.5% | +316.4% |
| All | +2,896.3% | -2.4% | +2,898.7% | +2,087.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling