+89.3%
KLAC vs AEM
+32.6%
+56.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.3% |
| 7D | -2.7% | -2.1% | -0.5% | -1.9% |
| 30D | -13.2% | +8.4% | -21.6% | -16.4% |
| 3M | -25.0% | +27.3% | -52.3% | -33.2% |
| 6M | +23.6% | -9.7% | +33.3% | +26.4% |
| YTD | +49.2% | +19.0% | +30.3% | +40.1% |
| 1Y | +89.3% | +31.5% | +57.8% | +71.3% |
| All | +89.3% | +32.6% | +56.8% | +71.3% |
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