+119,660.7%
AMAT vs KLAC
+140,326.9%
-20,666.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.2% | +0.8% | +2.5% |
| 7D | +7.0% | +7.5% | -0.5% | +2.3% |
| 30D | -20.6% | -15.3% | -5.3% | -10.6% |
| 3M | -24.8% | -19.6% | -5.2% | -12.1% |
| 6M | -10.7% | -12.5% | +1.8% | -0.7% |
| YTD | +54.3% | +33.0% | +21.3% | +29.2% |
| 1Y | +73.7% | +35.9% | +37.8% | +43.4% |
| 3Y | +168.4% | +208.6% | -40.2% | +32.0% |
| 5Y | +167.6% | +309.5% | -141.9% | +12.3% |
| 10Y | +1,425.2% | +2,381.5% | -956.3% | +113.9% |
| All | +119,660.7% | +140,326.9% | -20,666.2% | +2,538.4% |
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