+278.5%
AVGO vs KLAC
+194.3%
+84.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.2% | -1.6% | -2.9% |
| 7D | +18.2% | +10.0% | +8.2% | +11.7% |
| 30D | +0.2% | -14.8% | +15.0% | +9.6% |
| 3M | -16.8% | -27.2% | +10.4% | -0.9% |
| 6M | -16.5% | -17.5% | +1.0% | -15.2% |
| YTD | +0.8% | +25.8% | -25.0% | -29.5% |
| 1Y | +2.8% | +31.8% | -29.0% | -30.8% |
| 3Y | +278.5% | +195.3% | +83.3% | +20.0% |
| All | +278.5% | +194.3% | +84.2% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling