+195.3%
KLAC vs APLD
+243.4%
-48.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.6% | -2.4% |
| 7D | +10.0% | +2.7% | +7.3% | +9.7% |
| 30D | -14.8% | -21.4% | +6.6% | -12.4% |
| 3M | -27.2% | -47.8% | +20.7% | -21.8% |
| 6M | -17.5% | -64.9% | +47.4% | -8.4% |
| YTD | +25.8% | -34.9% | +60.7% | +31.2% |
| 1Y | +31.8% | -30.7% | +62.6% | +36.3% |
| 3Y | +195.3% | +305.3% | -110.0% | +169.2% |
| All | +195.3% | +243.4% | -48.1% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling