-6.8%
AVGO vs KLAC
+25.7%
-32.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -0.4% |
| 7D | -7.5% | -5.7% | -1.8% | -5.5% |
| 30D | -10.2% | -27.6% | +17.4% | +0.9% |
| 3M | -22.0% | -23.3% | +1.3% | -14.5% |
| 6M | -21.6% | -12.4% | -9.2% | -22.3% |
| YTD | -5.4% | +23.7% | -29.2% | -28.4% |
| 1Y | -6.8% | +26.2% | -33.0% | -30.1% |
| All | -6.8% | +25.7% | -32.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 1y: compounded portfolio wealth divided by compounded KLAC 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…
1y analysis · Full analysis span regression · 6 months rolling