+470.0%
KLAC vs APP
+313.3%
+156.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.1% |
| 3M | -12.8% | -42.6% | +29.8% | -3.5% |
| 6M | +26.1% | -33.6% | +59.7% | +33.2% |
| YTD | +53.3% | -52.4% | +105.7% | +71.5% |
| 1Y | +113.7% | -35.9% | +149.6% | +121.4% |
| 3Y | +274.9% | +642.2% | -367.3% | +96.0% |
| All | +470.0% | +313.3% | +156.8% | +230.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling