+274.4%
KLAC vs AUR
+84.2%
+190.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | -13.2% | -6.4% | -6.8% | -12.4% |
| 3M | -25.0% | +7.7% | -32.7% | -25.9% |
| 6M | +23.6% | +44.5% | -20.9% | +15.4% |
| YTD | +49.2% | +67.4% | -18.2% | +35.9% |
| 1Y | +89.3% | +15.4% | +73.9% | +81.3% |
| 3Y | +274.4% | +94.8% | +179.5% | +183.9% |
| All | +274.4% | +84.2% | +190.1% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 3y: compounded portfolio wealth divided by compounded AUR 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…
3y analysis · Full analysis span regression · 6 months rolling