+282.3%
KLAC vs APP
+668.4%
-386.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.9% |
| 7D | +5.7% | +0.9% | +4.8% | +5.6% |
| 30D | -3.6% | -23.3% | +19.6% | +0.4% |
| 3M | -12.8% | -42.6% | +29.8% | -4.7% |
| 6M | +26.1% | -33.6% | +59.7% | +32.2% |
| YTD | +53.3% | -52.4% | +105.7% | +69.4% |
| 1Y | +113.7% | -35.9% | +149.6% | +120.3% |
| All | +282.3% | +668.4% | -386.1% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling