+106,925.4%
KLAC vs APH
+119,301.1%
-12,375.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.6% | +4.4% |
| 7D | -12.3% | -5.9% | -6.4% | -9.0% |
| 30D | -29.6% | -14.8% | -14.8% | -22.6% |
| 3M | -28.2% | -12.4% | -15.8% | -22.4% |
| 6M | -23.6% | +8.1% | -31.6% | -26.1% |
| YTD | +14.4% | +10.9% | +3.5% | +7.9% |
| 1Y | +15.4% | +8.8% | +6.6% | +10.0% |
| 3Y | +184.3% | +262.1% | -77.8% | +43.4% |
| 5Y | +248.9% | +283.1% | -34.3% | +75.8% |
| 10Y | +2,076.9% | +908.1% | +1,168.8% | +613.0% |
| All | +106,925.4% | +119,301.1% | -12,375.7% | +8,808.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling