+129,057.7%
KLAC vs APA
+942.5%
+128,115.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +10.0% | +8.5% | +1.4% | +8.0% |
| 30D | -14.8% | +2.8% | -17.6% | -15.4% |
| 3M | -27.2% | +21.7% | -48.9% | -30.7% |
| 6M | -17.5% | +32.6% | -50.1% | -23.7% |
| YTD | +25.8% | +103.7% | -77.9% | +3.5% |
| 1Y | +31.8% | +101.8% | -70.0% | +8.4% |
| 3Y | +195.3% | +48.1% | +147.2% | +152.0% |
| 5Y | +285.9% | +91.9% | +194.0% | +197.9% |
| 10Y | +2,247.6% | +8.4% | +2,239.2% | +1,529.7% |
| All | +129,057.7% | +942.5% | +128,115.2% | +48,280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling