+372.4%
KLAC vs APP
+485.7%
-113.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.8% | +4.5% | +8.4% |
| 7D | -1.1% | +79.2% | -80.3% | -12.9% |
| 30D | -22.6% | +48.0% | -70.6% | -29.2% |
| 3M | -23.5% | +18.2% | -41.7% | -27.3% |
| 6M | -18.8% | -12.5% | -6.3% | -19.5% |
| YTD | +25.0% | -39.2% | +64.2% | +30.7% |
| 1Y | +27.5% | -33.9% | +61.4% | +30.7% |
| 3Y | +206.1% | +933.3% | -727.1% | +53.9% |
| 5Y | +281.0% | +295.9% | -14.9% | +110.9% |
| All | +372.4% | +485.7% | -113.3% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling