+267.2%
KLAC vs AEP
+76.9%
+190.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -3.3% |
| 7D | +2.5% | -1.0% | +3.4% | +2.2% |
| 30D | -11.5% | -0.1% | -11.4% | -11.5% |
| 3M | -16.9% | -3.2% | -13.7% | -17.5% |
| 6M | +22.2% | -5.3% | +27.5% | +20.9% |
| YTD | +46.4% | +9.5% | +36.8% | +50.2% |
| 1Y | +91.0% | +17.5% | +73.5% | +100.7% |
| All | +267.2% | +76.9% | +190.3% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling