-10.3%
KLAC vs AMGN
+13.2%
-23.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-08 to 2026-09-08.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.1% | +11.9% | +0.5% |
| 7D | +10.6% | -10.3% | +20.8% | +9.0% |
| 30D | -4.5% | -3.8% | -0.7% | -6.0% |
| 3M | -10.3% | +14.4% | -24.6% | -14.0% |
| All | -10.3% | +13.2% | -23.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 2026-06-08 to 2026-09-08: compounded portfolio wealth divided by compounded AMGN 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…
2026-06-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling