+157,276.9%
KLAC vs APD
+6,115.6%
+151,161.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.8% |
| 7D | +5.7% | -2.2% | +7.9% | +6.8% |
| 30D | -3.6% | +2.1% | -5.7% | -4.8% |
| 3M | -12.8% | +7.2% | -20.0% | -16.4% |
| 6M | +26.1% | +11.2% | +14.8% | +18.3% |
| YTD | +53.3% | +24.4% | +28.9% | +35.2% |
| 1Y | +113.7% | +6.7% | +107.0% | +100.8% |
| 3Y | +274.9% | +9.2% | +265.6% | +236.2% |
| 5Y | +470.1% | +27.4% | +442.8% | +375.2% |
| 10Y | +2,997.0% | +164.8% | +2,832.2% | +1,754.4% |
| All | +157,276.9% | +6,115.6% | +151,161.2% | +25,066.3% |
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