+755.6%
GOOGL vs KLAC
+2,966.2%
-2,210.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | 0.0% | -2.7% | +2.7% | +0.9% |
| 30D | -1.4% | -13.2% | +11.8% | +3.0% |
| 3M | -5.3% | -25.0% | +19.7% | +0.8% |
| 6M | +9.8% | +23.6% | -13.8% | -4.6% |
| YTD | +8.4% | +49.2% | -40.9% | -14.1% |
| 1Y | +41.2% | +89.3% | -48.1% | +1.5% |
| 3Y | +149.6% | +274.4% | -124.8% | +28.2% |
| 5Y | +142.6% | +440.9% | -298.4% | +3.3% |
| All | +755.6% | +2,966.2% | -2,210.7% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling