+113.7%
KLAC vs APLD
+85.3%
+28.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +6.9% |
| 7D | +5.7% | +4.1% | +1.7% | +4.7% |
| 30D | -3.6% | -11.7% | +8.1% | -0.8% |
| 3M | -12.8% | -40.3% | +27.5% | -3.1% |
| 6M | +26.1% | -8.0% | +34.0% | +24.9% |
| YTD | +53.3% | +7.5% | +45.8% | +47.6% |
| 1Y | +113.7% | +84.0% | +29.7% | +97.0% |
| All | +113.7% | +85.3% | +28.4% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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