+489.1%
KLAC vs APD
+26.2%
+462.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.3% |
| 7D | +10.6% | -2.5% | +13.1% | +11.6% |
| 30D | -4.5% | -1.9% | -2.6% | -4.0% |
| 3M | -10.3% | +8.2% | -18.5% | -13.8% |
| 6M | +40.9% | +10.7% | +30.1% | +33.4% |
| YTD | +56.1% | +22.9% | +33.2% | +39.9% |
| 1Y | +109.0% | +5.8% | +103.2% | +100.1% |
| 3Y | +288.8% | +7.8% | +281.1% | +262.1% |
| 5Y | +489.1% | +26.1% | +463.0% | +345.4% |
| All | +489.1% | +26.2% | +462.9% | +345.4% |
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