+113.7%
KLAC vs AEE
+8.8%
+104.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.3% | +7.3% |
| 7D | +5.7% | +0.3% | +5.4% | +5.8% |
| 30D | -3.6% | -2.3% | -1.3% | -4.4% |
| 3M | -12.8% | +0.2% | -13.0% | -14.3% |
| 6M | +26.1% | -4.7% | +30.8% | +24.4% |
| YTD | +53.3% | +8.1% | +45.2% | +51.3% |
| 1Y | +113.7% | +8.5% | +105.1% | +117.1% |
| All | +113.7% | +8.8% | +104.9% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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