+871.7%
KLAC vs JAAA
+29.3%
+842.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +10.6% | +0.1% | +10.5% | +10.4% |
| 30D | -4.5% | +0.5% | -5.0% | -5.5% |
| 3M | -10.3% | +1.2% | -11.5% | -12.6% |
| 6M | +40.9% | +2.8% | +38.0% | +32.4% |
| YTD | +56.1% | +3.2% | +52.9% | +45.8% |
| 1Y | +109.0% | +4.8% | +104.2% | +89.2% |
| 3Y | +288.8% | +19.0% | +269.9% | +215.8% |
| 5Y | +489.1% | +26.8% | +462.3% | +350.0% |
| All | +871.7% | +29.3% | +842.4% | +604.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling