+113.7%
KLAC vs LOW
-20.7%
+134.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +7.1% |
| 7D | +5.7% | -1.7% | +7.5% | +6.0% |
| 30D | -3.6% | -7.0% | +3.4% | -2.7% |
| 3M | -12.8% | -0.9% | -11.9% | -13.6% |
| 6M | +26.1% | -20.1% | +46.1% | +32.9% |
| YTD | +53.3% | -13.9% | +67.2% | +59.6% |
| 1Y | +113.7% | -21.1% | +134.8% | +126.0% |
| All | +113.7% | -20.7% | +134.4% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling