+4,742.4%
KLAC vs AR
-27.2%
+4,769.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.4% |
| 7D | +5.7% | +2.5% | +3.2% | +5.4% |
| 30D | -3.6% | +14.8% | -18.4% | -5.4% |
| 3M | -12.8% | +6.2% | -19.0% | -13.8% |
| 6M | +26.1% | +4.3% | +21.8% | +24.3% |
| YTD | +53.3% | +14.4% | +38.9% | +48.8% |
| 1Y | +113.7% | +21.3% | +92.3% | +105.3% |
| 3Y | +274.9% | +39.8% | +235.1% | +250.6% |
| 5Y | +470.1% | +142.1% | +328.1% | +392.7% |
| 10Y | +2,997.0% | +52.0% | +2,945.0% | +2,410.6% |
| All | +4,742.4% | -27.2% | +4,769.7% | +4,259.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling