+452.1%
KLAC vs ATI
+1,086.3%
-634.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +6.2% | +2.4% | +3.8% | +5.1% |
| 30D | -5.0% | -9.5% | +4.5% | -0.7% |
| 3M | -14.4% | +10.4% | -24.8% | -17.3% |
| 6M | +28.3% | +31.8% | -3.5% | +15.2% |
| YTD | +51.1% | +80.0% | -28.9% | +20.8% |
| 1Y | +100.4% | +175.8% | -75.4% | +36.2% |
| 3Y | +276.3% | +364.2% | -87.9% | +103.9% |
| 5Y | +452.1% | +1,076.9% | -624.8% | +121.8% |
| All | +452.1% | +1,086.3% | -634.3% | +121.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling