+160,143.0%
KLAC vs AMGN
+57,313.9%
+102,829.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -10.1% | +11.9% | +5.7% |
| 7D | +10.6% | -10.3% | +20.8% | +14.8% |
| 30D | -4.5% | -3.8% | -0.7% | -3.7% |
| 3M | -10.3% | +14.4% | -24.6% | -15.7% |
| 6M | +40.9% | +7.8% | +33.1% | +35.2% |
| YTD | +56.1% | +22.6% | +33.5% | +42.1% |
| 1Y | +109.0% | +44.2% | +64.8% | +78.0% |
| 3Y | +288.8% | +65.8% | +223.0% | +207.3% |
| 5Y | +489.1% | +108.0% | +381.2% | +320.5% |
| 10Y | +3,041.8% | +209.9% | +2,831.9% | +1,821.4% |
| All | +160,143.0% | +57,313.9% | +102,829.1% | +22,670.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling