+2,323.7%
KLAC vs AMT
+134.2%
+2,189.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +21.2% | -2.2% | +23.4% | +21.9% |
| 30D | -14.5% | +5.8% | -20.3% | -16.4% |
| 3M | -24.4% | +12.6% | -36.9% | -27.8% |
| 6M | -12.9% | +8.3% | -21.3% | -17.2% |
| YTD | +29.9% | +11.4% | +18.5% | +21.5% |
| 1Y | +31.9% | +7.7% | +24.2% | +24.9% |
| 3Y | +201.5% | +14.8% | +186.7% | +155.0% |
| 5Y | +298.6% | -18.0% | +316.5% | +300.2% |
| All | +2,323.7% | +134.2% | +2,189.5% | +1,416.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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