+489.1%
KLAC vs AR
+140.6%
+348.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +10.6% | -1.8% | +12.4% | +11.0% |
| 30D | -4.5% | +12.6% | -17.1% | -6.9% |
| 3M | -10.3% | +10.0% | -20.3% | -12.6% |
| 6M | +40.9% | +0.6% | +40.2% | +39.0% |
| YTD | +56.1% | +13.4% | +42.7% | +48.7% |
| 1Y | +109.0% | +21.7% | +87.3% | +94.8% |
| 3Y | +288.8% | +45.8% | +243.0% | +243.1% |
| 5Y | +489.1% | +144.3% | +344.9% | +354.3% |
| All | +489.1% | +140.6% | +348.5% | +354.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling