+711.1%
AVGO vs KLAC
+471.6%
+239.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.8% |
| 7D | -0.8% | +6.2% | -7.0% | -4.5% |
| 30D | -13.7% | -5.0% | -8.7% | -11.5% |
| 3M | -6.9% | -14.4% | +7.5% | -3.6% |
| 6M | +5.8% | +28.3% | -22.5% | -17.8% |
| YTD | +5.7% | +51.1% | -45.4% | -29.2% |
| 1Y | +9.0% | +100.4% | -91.4% | -40.8% |
| 3Y | +340.5% | +276.3% | +64.2% | +57.6% |
| 5Y | +711.1% | +452.1% | +259.0% | +126.1% |
| All | +711.1% | +471.6% | +239.4% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling