+157,277.0%
KLAC vs LOW
+35,323.5%
+121,953.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +6.8% |
| 7D | +5.7% | -1.7% | +7.5% | +6.5% |
| 30D | -3.6% | -7.0% | +3.4% | -0.7% |
| 3M | -12.8% | -0.9% | -11.9% | -13.3% |
| 6M | +26.1% | -20.1% | +46.1% | +37.0% |
| YTD | +53.3% | -13.9% | +67.2% | +61.0% |
| 1Y | +113.7% | -21.1% | +134.8% | +132.1% |
| 3Y | +274.9% | -6.6% | +281.5% | +276.2% |
| 5Y | +470.1% | +9.4% | +460.8% | +436.5% |
| 10Y | +2,997.0% | +220.5% | +2,776.5% | +1,726.3% |
| All | +157,277.0% | +35,323.5% | +121,953.5% | +21,382.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling