+6.6%
AMD vs KLAC
-22.2%
+28.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.7% | +4.3% | +5.8% |
| 7D | -11.0% | -12.3% | +1.3% | -0.9% |
| 30D | -30.5% | -29.6% | -0.8% | -9.2% |
| 3M | -8.2% | -28.2% | +20.0% | +16.9% |
| 6M | +6.6% | -23.6% | +30.1% | +16.5% |
| All | +6.6% | -22.2% | +28.8% | +16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling