+274.4%
KLAC vs AMCR
+6.5%
+267.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.4% |
| 7D | -2.7% | -6.3% | +3.6% | -0.9% |
| 30D | -13.2% | -7.8% | -5.4% | -11.2% |
| 3M | -25.0% | +7.5% | -32.5% | -27.4% |
| 6M | +23.6% | +2.7% | +20.9% | +20.7% |
| YTD | +49.2% | +6.0% | +43.2% | +43.6% |
| 1Y | +89.3% | +7.8% | +81.5% | +80.8% |
| 3Y | +274.4% | +5.8% | +268.6% | +260.9% |
| All | +274.4% | +6.5% | +267.9% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling