+430.6%
KLAC vs AEM
+294.2%
+136.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.5% |
| 7D | +2.5% | -5.0% | +7.5% | +3.6% |
| 30D | -11.5% | +8.5% | -20.0% | -13.4% |
| 3M | -16.9% | +29.3% | -46.2% | -22.2% |
| 6M | +22.2% | -12.9% | +35.2% | +24.2% |
| YTD | +46.4% | +16.8% | +29.6% | +41.4% |
| 1Y | +91.0% | +29.8% | +61.2% | +81.2% |
| 3Y | +264.6% | +336.7% | -72.2% | +183.7% |
| 5Y | +430.6% | +299.9% | +130.6% | +301.8% |
| All | +430.6% | +294.2% | +136.4% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling