+12,414.5%
KLAC vs AMT
+1,433.3%
+10,981.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.3% |
| 7D | -1.1% | +0.4% | -1.5% | -1.4% |
| 30D | -22.6% | +3.7% | -26.3% | -23.7% |
| 3M | -23.5% | +10.7% | -34.2% | -26.2% |
| 6M | -18.8% | +9.3% | -28.1% | -22.5% |
| YTD | +25.0% | +10.9% | +14.1% | +18.4% |
| 1Y | +27.5% | +10.5% | +17.0% | +20.8% |
| 3Y | +206.1% | +15.5% | +190.6% | +176.1% |
| 5Y | +281.0% | -20.6% | +301.6% | +281.5% |
| 10Y | +2,249.0% | +124.5% | +2,124.4% | +1,643.8% |
| All | +12,414.5% | +1,433.3% | +10,981.2% | +5,012.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling