+10,785.8%
AMD vs KLAC
+120,685.8%
-109,900.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.7% | +4.3% | +7.4% |
| 7D | -11.0% | -12.3% | +1.3% | -3.7% |
| 30D | -30.5% | -29.6% | -0.8% | -15.2% |
| 3M | -8.2% | -28.2% | +20.0% | +10.3% |
| 6M | +6.6% | -23.6% | +30.1% | +23.6% |
| YTD | +109.7% | +14.4% | +95.3% | +94.7% |
| 1Y | +88.9% | +15.4% | +73.5% | +74.7% |
| 3Y | +301.8% | +184.3% | +117.5% | +131.7% |
| 5Y | +229.4% | +248.9% | -19.5% | +77.8% |
| 10Y | +6,745.1% | +2,076.9% | +4,668.2% | +1,347.2% |
| All | +10,785.8% | +120,685.8% | -109,900.0% | +492.5% |
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 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