+113.7%
KLAC vs APH
-25.2%
+138.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -47.8% | +53.6% | +18.4% |
| 7D | +1.0% | -48.7% | +49.7% | +14.5% |
| 30D | -3.6% | -51.9% | +48.3% | +14.2% |
| 3M | -12.8% | -43.6% | +30.7% | -5.0% |
| 6M | +26.1% | -37.5% | +63.6% | +28.2% |
| YTD | +53.3% | -38.6% | +92.0% | +49.7% |
| 1Y | +113.7% | -26.3% | +140.0% | +95.0% |
| All | +113.7% | -25.2% | +138.9% | +95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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