+113.7%
KLAC vs APD
+6.0%
+107.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.2% |
| 7D | +5.7% | -2.2% | +7.9% | +5.4% |
| 30D | -3.6% | +2.1% | -5.7% | -3.3% |
| 3M | -12.8% | +7.2% | -20.0% | -12.6% |
| 6M | +26.1% | +11.2% | +14.8% | +27.3% |
| YTD | +53.3% | +24.4% | +28.9% | +57.4% |
| 1Y | +113.7% | +6.7% | +107.0% | +135.3% |
| All | +113.7% | +6.0% | +107.6% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling