-23.6%
KLAC vs AR
-4.6%
-19.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.4% |
| 7D | -12.3% | -14.3% | +2.0% | -18.5% |
| 30D | -29.6% | +1.4% | -31.1% | -28.1% |
| 3M | -28.2% | +3.4% | -31.6% | -24.6% |
| 6M | -23.6% | -2.1% | -21.5% | -19.0% |
| All | -23.6% | -4.6% | -19.0% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling