+126.7%
AMAT vs KLAC
+248.9%
-122.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.5% | -1.9% |
| 7D | -14.7% | -12.3% | -2.4% | -3.8% |
| 30D | -36.1% | -29.6% | -6.5% | -11.9% |
| 3M | -36.9% | -28.2% | -8.6% | -14.6% |
| 6M | -22.2% | -23.6% | +1.4% | -1.9% |
| YTD | +29.9% | +14.4% | +15.5% | +10.3% |
| 1Y | +43.3% | +15.4% | +27.8% | +20.4% |
| 3Y | +142.7% | +184.3% | -41.6% | -14.0% |
| All | +126.7% | +248.9% | -122.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling