+137,736.4%
AMAT vs KLAC
+161,773.4%
-24,037.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.3% | -3.0% | -0.6% |
| 7D | -1.5% | +5.7% | -7.2% | -5.2% |
| 30D | -14.8% | -3.6% | -11.2% | -12.7% |
| 3M | -9.3% | -12.8% | +3.5% | +0.2% |
| 6M | +27.4% | +26.1% | +1.3% | +10.2% |
| YTD | +77.6% | +53.3% | +24.3% | +34.0% |
| 1Y | +188.9% | +113.7% | +75.3% | +75.2% |
| 3Y | +202.3% | +274.9% | -72.6% | +29.4% |
| 5Y | +248.9% | +470.1% | -221.2% | +16.9% |
| 10Y | +1,585.2% | +2,997.0% | -1,411.8% | +102.8% |
| All | +137,736.4% | +161,773.4% | -24,037.0% | +2,636.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling