+113.7%
KLAC vs AEM
+40.5%
+73.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.5% | +7.7% |
| 7D | +5.7% | -0.5% | +6.2% | +5.8% |
| 30D | -3.6% | +24.0% | -27.6% | -12.3% |
| 3M | -12.8% | +16.1% | -28.9% | -18.9% |
| 6M | +26.1% | -11.6% | +37.7% | +30.1% |
| YTD | +53.3% | +21.5% | +31.8% | +42.7% |
| 1Y | +113.7% | +39.2% | +74.5% | +95.8% |
| All | +113.7% | +40.5% | +73.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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