+145.8%
GOOG vs KLAC
+266.8%
-120.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.4% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.6% |
| 30D | -2.0% | -13.2% | +11.2% | +0.6% |
| 3M | -5.9% | -25.0% | +19.2% | -2.1% |
| 6M | +8.9% | +23.6% | -14.7% | -1.9% |
| YTD | +7.1% | +49.2% | -42.1% | -10.2% |
| 1Y | +39.7% | +89.3% | -49.6% | +8.6% |
| 3Y | +145.8% | +274.4% | -128.5% | +39.4% |
| All | +145.8% | +266.8% | -120.9% | +39.4% |
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