+8,520.0%
AMD vs KLAC
+2,313.8%
+6,206.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.2% | +7.6% |
| 7D | +44.7% | +21.2% | +23.5% | +25.5% |
| 30D | -3.3% | -14.5% | +11.2% | +10.2% |
| 3M | +21.2% | -24.4% | +45.6% | +50.4% |
| 6M | +30.6% | -12.9% | +43.5% | +41.8% |
| YTD | +173.3% | +29.9% | +143.4% | +114.2% |
| 1Y | +126.1% | +31.9% | +94.2% | +74.8% |
| 3Y | +393.5% | +201.5% | +192.0% | +95.1% |
| 5Y | +295.8% | +298.6% | -2.8% | +28.9% |
| All | +8,520.0% | +2,313.8% | +6,206.2% | +546.5% |
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