+7.4%
GOOG vs KLAC
+38.6%
-31.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.1% | -1.9% |
| 7D | -1.6% | +6.2% | -7.7% | -1.8% |
| 30D | -7.7% | -5.0% | -2.7% | -7.4% |
| 3M | -9.3% | -14.4% | +5.1% | -9.7% |
| 6M | +7.4% | +28.3% | -20.9% | -7.6% |
| All | +7.4% | +38.6% | -31.1% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling