+476.0%
KLAC vs APLD
+461.1%
+14.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.8% | +5.5% | +7.2% |
| 7D | +5.7% | +4.1% | +1.7% | +5.4% |
| 30D | -3.6% | -11.7% | +8.1% | -2.6% |
| 3M | -12.8% | -40.3% | +27.5% | -9.2% |
| 6M | +26.1% | -8.0% | +34.0% | +26.1% |
| YTD | +53.3% | +7.5% | +45.8% | +51.1% |
| 1Y | +113.7% | +84.0% | +29.7% | +101.9% |
| 3Y | +274.9% | +356.2% | -81.3% | +207.1% |
| All | +476.0% | +461.1% | +14.9% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling