+44.5%
GOOG vs KLAC
+121.3%
-76.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.3% | -8.4% | -1.8% |
| 7D | -2.2% | +5.7% | -7.9% | -2.8% |
| 30D | -6.9% | -3.6% | -3.3% | -6.7% |
| 3M | -9.1% | -12.8% | +3.7% | -9.5% |
| 6M | +10.6% | +26.1% | -15.4% | +1.2% |
| YTD | +7.0% | +53.3% | -46.3% | -10.0% |
| 1Y | +44.5% | +113.7% | -69.1% | +8.2% |
| All | +44.5% | +121.3% | -76.8% | +8.2% |
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