+128,260.5%
KLAC vs APD
+6,318.0%
+121,942.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +8.3% |
| 7D | -1.1% | -1.6% | +0.4% | -0.3% |
| 30D | -22.6% | +10.6% | -33.2% | -26.3% |
| 3M | -23.5% | +2.5% | -26.0% | -24.7% |
| 6M | -18.8% | +6.0% | -24.8% | -22.0% |
| YTD | +25.0% | +28.4% | -3.4% | +8.4% |
| 1Y | +27.5% | +22.2% | +5.4% | +12.6% |
| 3Y | +206.1% | +26.6% | +179.6% | +156.8% |
| 5Y | +281.0% | +11.8% | +269.2% | +238.0% |
| 10Y | +2,249.0% | +187.8% | +2,061.2% | +1,252.8% |
| All | +128,260.5% | +6,318.0% | +121,942.5% | +20,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling