+35.9%
KLAC vs APD
+24.7%
+11.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.4% |
| 7D | +7.5% | -1.2% | +8.6% | +7.1% |
| 30D | -15.3% | +11.0% | -26.3% | -13.3% |
| 3M | -19.6% | +2.6% | -22.2% | -18.9% |
| 6M | -12.5% | +4.8% | -17.4% | -12.6% |
| YTD | +33.0% | +31.0% | +2.0% | +40.4% |
| 1Y | +35.9% | +23.4% | +12.5% | +43.7% |
| All | +35.9% | +24.7% | +11.2% | +43.7% |
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