+281.0%
KLAC vs APD
+12.1%
+268.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +8.5% |
| 7D | -1.1% | -1.6% | +0.4% | -0.4% |
| 30D | -22.6% | +10.6% | -33.2% | -25.5% |
| 3M | -23.5% | +2.5% | -26.0% | -24.4% |
| 6M | -18.8% | +6.0% | -24.8% | -21.4% |
| YTD | +25.0% | +28.4% | -3.4% | +10.1% |
| 1Y | +27.5% | +22.2% | +5.4% | +14.4% |
| 3Y | +206.1% | +26.6% | +179.6% | +160.4% |
| 5Y | +281.0% | +11.8% | +269.2% | +194.6% |
| All | +281.0% | +12.1% | +268.9% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling