+3,728.0%
KLAC vs AMC
-97.5%
+3,825.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +1.0% | +9.1% |
| 7D | -1.1% | +6.6% | -7.7% | -1.3% |
| 30D | -22.6% | +14.1% | -36.7% | -22.9% |
| 3M | -23.5% | +31.3% | -54.8% | -24.1% |
| 6M | -18.8% | +126.7% | -145.5% | -21.2% |
| YTD | +25.0% | +117.9% | -92.9% | +21.3% |
| 1Y | +27.5% | +41.1% | -13.5% | +25.2% |
| 3Y | +206.1% | -61.0% | +267.1% | +205.8% |
| 5Y | +281.0% | -99.1% | +380.2% | +300.8% |
| 10Y | +2,249.0% | -98.7% | +2,347.7% | +2,413.2% |
| All | +3,728.0% | -97.5% | +3,825.5% | +3,404.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling