+113.7%
KLAC vs ATI
+176.2%
-62.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.3% | +5.1% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -3.6% | +2.7% | -6.3% | -5.8% |
| 3M | -12.8% | +16.3% | -29.1% | -20.6% |
| 6M | +26.1% | +30.2% | -4.1% | +6.6% |
| YTD | +53.3% | +83.6% | -30.2% | +10.1% |
| 1Y | +113.7% | +173.0% | -59.3% | +33.6% |
| All | +113.7% | +176.2% | -62.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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