+35.9%
KLAC vs AMT
+9.1%
+26.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +7.5% | -2.4% | +9.9% | +6.3% |
| 30D | -15.3% | +4.2% | -19.5% | -13.2% |
| 3M | -19.6% | +13.4% | -33.0% | -14.2% |
| 6M | -12.5% | +9.4% | -21.9% | -7.3% |
| YTD | +33.0% | +11.7% | +21.3% | +40.8% |
| 1Y | +35.9% | +7.1% | +28.8% | +45.7% |
| All | +35.9% | +9.1% | +26.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling