+2,247.0%
KLAC vs ATI
+961.4%
+1,285.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.6% | -1.9% |
| 7D | +10.0% | +4.2% | +5.8% | +8.6% |
| 30D | -14.8% | -2.5% | -12.3% | -13.8% |
| 3M | -27.2% | -19.4% | -7.7% | -21.5% |
| 6M | -17.5% | +11.1% | -28.5% | -19.1% |
| YTD | +25.8% | +59.5% | -33.7% | +10.5% |
| 1Y | +31.8% | +85.8% | -53.9% | +10.7% |
| 3Y | +195.3% | +311.9% | -116.6% | +91.3% |
| 5Y | +285.9% | +963.2% | -677.3% | +88.9% |
| All | +2,247.0% | +961.4% | +1,285.6% | +964.0% |
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