+13,245.4%
GOOG vs KLAC
+8,875.9%
+4,369.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.7% |
| 7D | -2.5% | +2.5% | -5.0% | -3.5% |
| 30D | -3.6% | -11.5% | +7.9% | 0.0% |
| 3M | -6.4% | -16.9% | +10.5% | -4.1% |
| 6M | +7.8% | +22.2% | -14.5% | -5.3% |
| YTD | +5.5% | +46.4% | -40.9% | -14.8% |
| 1Y | +38.3% | +91.0% | -52.7% | +0.7% |
| 3Y | +143.1% | +264.6% | -121.5% | +31.9% |
| 5Y | +135.0% | +430.6% | -295.6% | +7.6% |
| 10Y | +778.1% | +2,889.3% | -2,111.2% | +97.6% |
| All | +13,245.4% | +8,875.9% | +4,369.5% | +1,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling