+31.8%
KLAC vs AR
+11.3%
+20.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.2% | -3.1% |
| 7D | +10.0% | +7.4% | +2.6% | +12.1% |
| 30D | -14.8% | +5.8% | -20.6% | -13.1% |
| 3M | -27.2% | +5.2% | -32.4% | -25.4% |
| 6M | -17.5% | +5.4% | -22.9% | -14.2% |
| YTD | +25.8% | +12.4% | +13.4% | +30.5% |
| 1Y | +31.8% | +12.8% | +19.0% | +36.6% |
| All | +31.8% | +11.3% | +20.5% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling