+2,838.9%
KLAC vs ATI
+1,155.5%
+1,683.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.5% | -2.0% |
| 7D | +2.5% | -2.7% | +5.2% | +3.4% |
| 30D | -11.5% | -13.5% | +2.0% | -7.3% |
| 3M | -16.9% | +8.5% | -25.5% | -18.5% |
| 6M | +22.2% | +25.2% | -2.9% | +14.8% |
| YTD | +46.4% | +73.4% | -27.0% | +25.2% |
| 1Y | +91.0% | +160.5% | -69.5% | +44.8% |
| 3Y | +264.6% | +347.3% | -82.7% | +131.4% |
| 5Y | +430.6% | +1,049.0% | -618.4% | +156.7% |
| All | +2,838.9% | +1,155.5% | +1,683.4% | +1,209.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling