+267.2%
KLAC vs AMGN
+62.1%
+205.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.5% |
| 7D | +2.5% | -13.9% | +16.3% | +6.3% |
| 30D | -11.5% | -7.1% | -4.4% | -10.3% |
| 3M | -16.9% | +13.9% | -30.9% | -21.4% |
| 6M | +22.2% | +3.2% | +19.0% | +19.3% |
| YTD | +46.4% | +19.2% | +27.1% | +36.5% |
| 1Y | +91.0% | +41.1% | +49.9% | +68.2% |
| All | +267.2% | +62.1% | +205.1% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling