+452.1%
KLAC vs AME
+83.9%
+368.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | +6.2% | +1.3% | +4.9% | +4.8% |
| 30D | -5.0% | -6.6% | +1.6% | +2.7% |
| 3M | -14.4% | +3.0% | -17.4% | -15.3% |
| 6M | +28.3% | +5.3% | +23.0% | +24.3% |
| YTD | +51.1% | +15.4% | +35.7% | +34.2% |
| 1Y | +100.4% | +26.8% | +73.6% | +61.0% |
| 3Y | +276.3% | +56.5% | +219.8% | +134.9% |
| 5Y | +452.1% | +85.2% | +366.8% | +184.9% |
| All | +452.1% | +83.9% | +368.2% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling