+26.2%
KLAC vs APLD
-46.0%
+72.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.7% | +2.6% | -2.2% |
| 7D | -5.7% | -18.5% | +12.9% | -0.3% |
| 30D | -27.6% | -32.8% | +5.2% | -19.7% |
| 3M | -23.3% | -46.9% | +23.6% | -9.8% |
| 6M | -12.4% | -53.4% | +41.0% | +4.3% |
| YTD | +23.7% | -32.3% | +56.0% | +32.2% |
| 1Y | +26.2% | -46.5% | +72.7% | +38.5% |
| All | +26.2% | -46.0% | +72.2% | +38.5% |
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