+153.3%
AMAT vs KLAC
+194.3%
-41.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.4% | +0.1% |
| 7D | +11.4% | +10.0% | +1.4% | +2.4% |
| 30D | -17.0% | -14.8% | -2.2% | -4.0% |
| 3M | -30.6% | -27.2% | -3.4% | -7.6% |
| 6M | -14.9% | -17.5% | +2.5% | 0.0% |
| YTD | +44.7% | +25.8% | +18.9% | +13.3% |
| 1Y | +66.9% | +31.8% | +35.1% | +24.9% |
| 3Y | +153.3% | +195.3% | -42.0% | -13.6% |
| All | +153.3% | +194.3% | -41.0% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling