+252.2%
KLAC vs AR
+71.8%
+180.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.9% |
| 7D | -12.3% | -14.3% | +2.0% | -9.7% |
| 30D | -29.6% | +1.4% | -31.1% | -29.9% |
| 3M | -28.2% | +3.4% | -31.6% | -29.2% |
| 6M | -23.6% | -2.1% | -21.5% | -24.1% |
| YTD | +14.4% | +4.7% | +9.7% | +10.1% |
| 1Y | +15.4% | +10.6% | +4.8% | +9.2% |
| 3Y | +184.3% | +24.6% | +159.7% | +157.9% |
| All | +252.2% | +71.8% | +180.4% | +181.5% |
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