+281.0%
KLAC vs AMT
-20.6%
+301.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -22.6% | +3.7% | -26.3% | -22.8% |
| 3M | -23.5% | +10.7% | -34.2% | -24.0% |
| 6M | -18.8% | +9.3% | -28.1% | -19.7% |
| YTD | +25.0% | +10.9% | +14.1% | +23.0% |
| 1Y | +27.5% | +10.5% | +17.0% | +25.5% |
| 3Y | +206.1% | +15.5% | +190.6% | +173.3% |
| 5Y | +281.0% | -20.6% | +301.6% | +294.4% |
| All | +281.0% | -20.6% | +301.6% | +294.4% |
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