+2,896.3%
KLAC vs AEM
+378.0%
+2,518.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | -2.7% | -2.1% | -0.5% | -2.3% |
| 30D | -13.2% | +8.4% | -21.6% | -14.6% |
| 3M | -25.0% | +27.3% | -52.3% | -28.5% |
| 6M | +23.6% | -9.7% | +33.3% | +24.7% |
| YTD | +49.2% | +19.0% | +30.3% | +44.6% |
| 1Y | +89.3% | +31.5% | +57.8% | +80.6% |
| 3Y | +274.4% | +338.7% | -64.3% | +199.4% |
| 5Y | +440.9% | +307.4% | +133.5% | +328.9% |
| All | +2,896.3% | +378.0% | +2,518.3% | +2,184.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling