+828.8%
KLAC vs JAAA
+29.4%
+799.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -13.2% | +0.5% | -13.7% | -14.2% |
| 3M | -25.0% | +1.3% | -26.3% | -27.1% |
| 6M | +23.6% | +2.8% | +20.8% | +16.3% |
| YTD | +49.2% | +3.3% | +46.0% | +39.1% |
| 1Y | +89.3% | +4.9% | +84.4% | +71.1% |
| 3Y | +274.4% | +19.0% | +255.4% | +203.7% |
| 5Y | +440.9% | +26.9% | +414.1% | +312.4% |
| All | +828.8% | +29.4% | +799.5% | +572.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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