+1,665.8%
AMAT vs KLAC
+3,032.9%
-1,367.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.3% |
| 7D | +7.0% | +10.6% | -3.6% | -2.4% |
| 30D | -12.2% | -4.5% | -7.7% | -8.6% |
| 3M | -3.8% | -10.3% | +6.4% | +4.9% |
| 6M | +45.9% | +40.9% | +5.0% | +5.4% |
| YTD | +84.6% | +56.1% | +28.5% | +19.5% |
| 1Y | +193.4% | +109.0% | +84.3% | +45.1% |
| 3Y | +228.1% | +288.8% | -60.8% | -8.5% |
| 5Y | +268.9% | +489.1% | -220.2% | -29.5% |
| 10Y | +1,665.8% | +3,041.8% | -1,376.0% | -23.6% |
| All | +1,665.8% | +3,032.9% | -1,367.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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