+357.3%
AMD vs KLAC
+194.3%
+163.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.2% | -5.6% | -6.3% |
| 7D | +18.9% | +10.0% | +8.9% | +11.0% |
| 30D | -6.4% | -14.8% | +8.4% | +6.8% |
| 3M | +10.6% | -27.2% | +37.7% | +40.9% |
| 6M | +19.9% | -17.5% | +37.3% | +34.7% |
| YTD | +149.4% | +25.8% | +123.6% | +98.4% |
| 1Y | +115.4% | +31.8% | +83.6% | +64.8% |
| 3Y | +357.3% | +195.3% | +162.0% | +60.9% |
| All | +357.3% | +194.3% | +163.0% | +60.9% |
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 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