+7,021.9%
KLAC vs AMP
+2,108.3%
+4,913.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.2% |
| 7D | +10.6% | +2.6% | +8.0% | +9.2% |
| 30D | -4.5% | +0.8% | -5.4% | -5.0% |
| 3M | -10.3% | +24.3% | -34.5% | -20.0% |
| 6M | +40.9% | +20.6% | +20.3% | +27.2% |
| YTD | +56.1% | +14.6% | +41.5% | +43.8% |
| 1Y | +109.0% | +14.5% | +94.5% | +92.4% |
| 3Y | +288.8% | +67.9% | +220.9% | +197.4% |
| 5Y | +489.1% | +122.5% | +366.6% | +299.1% |
| 10Y | +3,041.8% | +573.3% | +2,468.5% | +1,153.1% |
| All | +7,021.9% | +2,108.3% | +4,913.5% | +1,410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling