+2,249.0%
KLAC vs APH
+978.7%
+1,270.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.2% | +1.1% | +1.4% |
| 7D | -1.1% | +1.1% | -2.2% | -1.9% |
| 30D | -22.6% | -7.5% | -15.1% | -16.1% |
| 3M | -23.5% | -4.4% | -19.1% | -20.3% |
| 6M | -18.8% | +26.5% | -45.3% | -35.2% |
| YTD | +25.0% | +20.0% | +5.0% | -0.5% |
| 1Y | +27.5% | +16.9% | +10.7% | +3.9% |
| 3Y | +206.1% | +288.5% | -82.4% | -33.8% |
| 5Y | +281.0% | +310.3% | -29.3% | -20.9% |
| 10Y | +2,249.0% | +951.3% | +1,297.7% | +94.6% |
| All | +2,249.0% | +978.7% | +1,270.3% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling