+159.7%
KLAC vs AS
+123.4%
+36.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -2.9% |
| 7D | +10.0% | -4.9% | +14.8% | +11.8% |
| 30D | -14.8% | +3.9% | -18.7% | -15.9% |
| 3M | -27.2% | -9.6% | -17.6% | -25.0% |
| 6M | -17.5% | -8.7% | -8.8% | -16.0% |
| YTD | +25.8% | -19.8% | +45.7% | +33.1% |
| 1Y | +31.8% | -1.5% | +33.4% | +30.6% |
| All | +159.7% | +123.4% | +36.2% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling