+2,986.0%
KLAC vs APD
+162.9%
+2,823.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | +6.2% | -4.6% | +10.8% | +9.1% |
| 30D | -5.0% | -4.2% | -0.8% | -2.8% |
| 3M | -14.4% | +5.0% | -19.4% | -17.9% |
| 6M | +28.3% | +8.9% | +19.4% | +19.6% |
| YTD | +51.1% | +21.9% | +29.2% | +29.7% |
| 1Y | +100.4% | +5.6% | +94.8% | +86.2% |
| 3Y | +276.3% | +6.9% | +269.5% | +229.1% |
| 5Y | +452.1% | +25.3% | +426.7% | +317.7% |
| 10Y | +2,986.0% | +169.1% | +2,816.9% | +1,157.3% |
| All | +2,986.0% | +162.9% | +2,823.1% | +1,157.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling