+489.1%
KLAC vs AMT
-31.2%
+520.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +10.6% | -0.2% | +10.8% | +10.6% |
| 30D | -4.5% | +1.8% | -6.3% | -4.7% |
| 3M | -10.3% | -6.2% | -4.1% | -9.6% |
| 6M | +40.9% | -5.0% | +45.9% | +41.3% |
| YTD | +56.1% | +2.1% | +54.0% | +54.4% |
| 1Y | +109.0% | -5.7% | +114.8% | +109.5% |
| 3Y | +288.8% | +7.9% | +280.9% | +246.1% |
| 5Y | +489.1% | -32.3% | +521.5% | +525.0% |
| All | +489.1% | -31.2% | +520.4% | +525.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling