+18.8%
KLAC vs AAOX
-57.5%
+76.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.5% | -3.2% | +6.1% |
| 7D | +5.7% | -2.5% | +8.3% | +6.0% |
| 30D | -3.6% | -41.1% | +37.5% | +0.2% |
| 3M | -12.8% | -84.7% | +71.9% | -4.9% |
| All | +18.8% | -57.5% | +76.3% | +16.2% |
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 · Available span rolling