+2,986.0%
KLAC vs AR
+43.0%
+2,942.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.2% | -1.2% | +7.4% | +6.3% |
| 30D | -5.0% | +5.5% | -10.5% | -5.7% |
| 3M | -14.4% | +12.9% | -27.3% | -16.1% |
| 6M | +28.3% | +0.1% | +28.2% | +27.2% |
| YTD | +51.1% | +13.5% | +37.6% | +46.7% |
| 1Y | +100.4% | +21.6% | +78.8% | +92.3% |
| 3Y | +276.3% | +46.0% | +230.4% | +249.8% |
| 5Y | +452.1% | +143.7% | +308.3% | +377.4% |
| 10Y | +2,986.0% | +44.3% | +2,941.7% | +2,461.1% |
| All | +2,986.0% | +43.0% | +2,942.9% | +2,461.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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