+369.8%
KLAC vs APLD
+255.7%
+114.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.5% | +1.8% | +8.6% |
| 7D | -1.1% | +3.1% | -4.2% | -1.3% |
| 30D | -22.6% | -29.4% | +6.8% | -20.1% |
| 3M | -23.5% | -42.8% | +19.3% | -19.7% |
| 6M | -18.8% | -59.5% | +40.6% | -12.7% |
| YTD | +25.0% | -31.8% | +56.9% | +28.3% |
| 1Y | +27.5% | -46.0% | +73.6% | +32.2% |
| 3Y | +206.1% | +252.0% | -45.9% | +158.6% |
| All | +369.8% | +255.7% | +114.0% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling