-4.1%
KLAC vs AAOX
-89.3%
+85.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.0% | +10.8% | -2.2% |
| 7D | -5.7% | -50.3% | +44.6% | +2.2% |
| 30D | -27.6% | -79.8% | +52.3% | -14.5% |
| 3M | -23.3% | -85.9% | +62.6% | -8.4% |
| 6M | -12.4% | -95.7% | +83.3% | +7.1% |
| All | -4.1% | -89.3% | +85.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling