+160,143.0%
KLAC vs AEM
+3,487.5%
+156,655.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +10.6% | +4.3% | +6.3% | +10.3% |
| 30D | -4.5% | +13.1% | -17.6% | -5.3% |
| 3M | -10.3% | +24.8% | -35.0% | -11.6% |
| 6M | +40.9% | -8.2% | +49.1% | +41.3% |
| YTD | +56.1% | +19.8% | +36.3% | +54.3% |
| 1Y | +109.0% | +32.1% | +77.0% | +105.5% |
| 3Y | +288.8% | +348.2% | -59.4% | +257.8% |
| 5Y | +489.1% | +297.5% | +191.7% | +442.1% |
| 10Y | +3,041.8% | +343.3% | +2,698.5% | +2,744.5% |
| All | +160,143.0% | +3,487.5% | +156,655.5% | +129,466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling