+524.1%
KLAC vs AUR
-36.7%
+560.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | -11.5% | -8.9% | -2.6% | -10.4% |
| 3M | -16.9% | +4.6% | -21.6% | -17.6% |
| 6M | +22.2% | +44.9% | -22.6% | +14.0% |
| YTD | +46.4% | +64.8% | -18.5% | +33.6% |
| 1Y | +91.0% | +16.4% | +74.6% | +83.0% |
| 3Y | +264.6% | +85.1% | +179.5% | +193.1% |
| 5Y | +430.6% | -36.1% | +466.7% | +320.2% |
| All | +524.1% | -36.7% | +560.8% | +398.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling