+6,481.3%
KLAC vs ATI
+957.9%
+5,523.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.6% | -2.1% |
| 7D | +10.0% | +4.2% | +5.8% | +8.8% |
| 30D | -14.8% | -2.5% | -12.3% | -13.9% |
| 3M | -27.2% | -19.4% | -7.7% | -22.2% |
| 6M | -17.5% | +11.1% | -28.5% | -18.9% |
| YTD | +25.8% | +59.5% | -33.7% | +11.9% |
| 1Y | +31.8% | +85.8% | -53.9% | +12.4% |
| 3Y | +195.3% | +311.9% | -116.6% | +97.9% |
| 5Y | +285.9% | +963.2% | -677.3% | +96.1% |
| 10Y | +2,247.6% | +977.6% | +1,270.0% | +918.5% |
| All | +6,481.3% | +957.9% | +5,523.4% | +1,716.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling