+2,896.3%
KLAC vs AMP
+589.3%
+2,307.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.5% |
| 7D | -2.7% | -0.5% | -2.1% | -2.3% |
| 30D | -13.2% | -1.3% | -11.8% | -12.6% |
| 3M | -25.0% | +24.2% | -49.2% | -35.5% |
| 6M | +23.6% | +24.6% | -1.0% | +5.9% |
| YTD | +49.2% | +14.8% | +34.4% | +33.6% |
| 1Y | +89.3% | +12.8% | +76.5% | +71.1% |
| 3Y | +274.4% | +69.0% | +205.4% | +157.8% |
| 5Y | +440.9% | +124.9% | +316.1% | +213.0% |
| All | +2,896.3% | +589.3% | +2,307.0% | +937.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling