+157,277.0%
KLAC vs AEP
+2,223.4%
+155,053.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.2% | +7.5% | +7.4% |
| 7D | +5.7% | +1.8% | +3.9% | +5.1% |
| 30D | -3.6% | -0.8% | -2.8% | -3.4% |
| 3M | -12.8% | -1.8% | -11.0% | -12.6% |
| 6M | +26.1% | -5.4% | +31.4% | +27.6% |
| YTD | +53.3% | +10.4% | +42.9% | +47.7% |
| 1Y | +113.7% | +18.2% | +95.5% | +101.1% |
| 3Y | +274.9% | +79.0% | +195.9% | +199.6% |
| 5Y | +470.1% | +64.8% | +405.3% | +363.5% |
| 10Y | +2,997.0% | +170.8% | +2,826.2% | +2,025.5% |
| All | +157,277.0% | +2,223.4% | +155,053.6% | +53,060.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling