+174.5%
KLAC vs AS
+131.9%
+42.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +6.0% |
| 7D | +7.5% | -3.0% | +10.5% | +8.7% |
| 30D | -15.3% | +9.6% | -24.9% | -17.9% |
| 3M | -19.6% | -8.2% | -11.4% | -17.7% |
| 6M | -12.5% | -9.9% | -2.6% | -10.6% |
| YTD | +33.0% | -16.8% | +49.8% | +39.0% |
| 1Y | +35.9% | +3.0% | +32.9% | +32.7% |
| All | +174.5% | +131.9% | +42.5% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling