+433.3%
KLAC vs AU
+686.2%
-253.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.9% |
| 7D | -2.7% | -4.3% | +1.6% | -1.9% |
| 30D | -13.2% | +7.3% | -20.5% | -14.5% |
| 3M | -25.0% | +26.3% | -51.3% | -28.7% |
| 6M | +23.6% | +1.8% | +21.8% | +21.7% |
| YTD | +49.2% | +26.8% | +22.4% | +42.6% |
| 1Y | +89.3% | +66.7% | +22.6% | +74.3% |
| 3Y | +274.4% | +579.1% | -304.7% | +184.2% |
| All | +433.3% | +686.2% | -253.0% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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