+100.4%
KLAC vs APD
+5.1%
+95.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.3% |
| 7D | +6.2% | -4.6% | +10.8% | +5.4% |
| 30D | -5.0% | -4.2% | -0.8% | -5.6% |
| 3M | -14.4% | +5.0% | -19.4% | -14.5% |
| 6M | +28.3% | +8.9% | +19.4% | +29.1% |
| YTD | +51.1% | +21.9% | +29.2% | +54.6% |
| 1Y | +100.4% | +5.6% | +94.8% | +117.5% |
| All | +100.4% | +5.1% | +95.2% | +117.5% |
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