+2,896.3%
KLAC vs AMCR
+14.6%
+2,881.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.7% |
| 7D | -2.7% | -6.3% | +3.6% | +0.1% |
| 30D | -13.2% | -7.8% | -5.4% | -10.2% |
| 3M | -25.0% | +7.5% | -32.5% | -28.2% |
| 6M | +23.6% | +2.7% | +20.9% | +20.6% |
| YTD | +49.2% | +6.0% | +43.2% | +42.0% |
| 1Y | +89.3% | +7.8% | +81.5% | +78.2% |
| 3Y | +274.4% | +5.8% | +268.6% | +246.6% |
| 5Y | +440.9% | -11.6% | +452.6% | +450.3% |
| All | +2,896.3% | +14.6% | +2,881.7% | +2,349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling