-23.6%
KLAC vs AMC
+88.0%
-111.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.7% | +6.5% |
| 7D | -12.3% | +2.6% | -14.9% | -12.1% |
| 30D | -29.6% | +9.0% | -38.7% | -29.6% |
| 3M | -28.2% | +22.2% | -50.4% | -28.8% |
| 6M | -23.6% | +91.5% | -115.0% | -26.5% |
| All | -23.6% | +88.0% | -111.6% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 6mo: compounded portfolio wealth divided by compounded AMC 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…
6mo analysis · Full analysis span regression · 6 months rolling