+274.4%
KLAC vs AZO
+10.0%
+264.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | -2.7% | -3.6% | +0.9% | -2.7% |
| 30D | -13.2% | -5.6% | -7.6% | -13.2% |
| 3M | -25.0% | -6.6% | -18.4% | -24.9% |
| 6M | +23.6% | -22.5% | +46.1% | +25.6% |
| YTD | +49.2% | -15.2% | +64.4% | +51.0% |
| 1Y | +89.3% | -33.9% | +123.3% | +95.8% |
| 3Y | +274.4% | +11.8% | +262.6% | +245.4% |
| All | +274.4% | +10.0% | +264.3% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 3y: compounded portfolio wealth divided by compounded AZO 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…
3y analysis · Full analysis span regression · 6 months rolling