+2,247.0%
KLAC vs APD
+191.9%
+2,055.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | +3.8% | +6.2% | +7.7% |
| 30D | -14.8% | +8.2% | -23.0% | -18.7% |
| 3M | -27.2% | +4.3% | -31.4% | -29.2% |
| 6M | -17.5% | +4.7% | -22.2% | -20.8% |
| YTD | +25.8% | +31.5% | -5.7% | +3.0% |
| 1Y | +31.8% | +23.5% | +8.3% | +11.5% |
| 3Y | +195.3% | +29.1% | +166.2% | +128.5% |
| 5Y | +285.9% | +15.9% | +270.1% | +215.7% |
| All | +2,247.0% | +191.9% | +2,055.1% | +807.8% |
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