+433.3%
KLAC vs AAOI
+1,316.1%
-882.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | -0.1% | +1.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | -13.2% | -23.7% | +10.5% | -10.5% |
| 3M | -25.0% | -39.0% | +14.0% | -21.3% |
| 6M | +23.6% | -17.0% | +40.6% | +21.6% |
| YTD | +49.2% | +202.2% | -153.0% | +22.6% |
| 1Y | +89.3% | +292.4% | -203.1% | +48.4% |
| 3Y | +274.4% | +804.4% | -530.0% | +138.3% |
| All | +433.3% | +1,316.1% | -882.8% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOI.
Daily Out/Under-Performance
Portfolio return minus AAOI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOI 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 5y: compounded portfolio wealth divided by compounded AAOI 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…
5y analysis · Full analysis span regression · 6 months rolling