+1,712.5%
KLAC vs AVTR
+0.6%
+1,711.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | -2.7% | -1.1% | -1.6% | -2.3% |
| 30D | -13.2% | +6.3% | -19.5% | -15.0% |
| 3M | -25.0% | +53.3% | -78.3% | -36.4% |
| 6M | +23.6% | +78.6% | -55.0% | -1.1% |
| YTD | +49.2% | +29.2% | +20.0% | +32.5% |
| 1Y | +89.3% | +13.8% | +75.5% | +71.1% |
| 3Y | +274.4% | -27.4% | +301.8% | +282.3% |
| 5Y | +440.9% | -65.0% | +506.0% | +639.5% |
| All | +1,712.5% | +0.6% | +1,711.9% | +1,569.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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