+89.3%
KLAC vs AMGN
+39.2%
+50.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -2.7% | -13.7% | +11.0% | -0.3% |
| 30D | -13.2% | -8.8% | -4.4% | -12.4% |
| 3M | -25.0% | +7.2% | -32.2% | -28.1% |
| 6M | +23.6% | +1.3% | +22.3% | +20.3% |
| YTD | +49.2% | +17.6% | +31.6% | +40.8% |
| 1Y | +89.3% | +37.2% | +52.2% | +68.4% |
| All | +89.3% | +39.2% | +50.1% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling