+143.8%
GOOGL vs KLAC
+271.4%
-127.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.6% |
| 7D | -1.9% | +6.2% | -8.0% | -3.1% |
| 30D | -7.5% | -5.0% | -2.5% | -6.7% |
| 3M | -9.2% | -14.4% | +5.2% | -8.7% |
| 6M | +8.1% | +28.3% | -20.2% | -3.6% |
| YTD | +5.8% | +51.1% | -45.2% | -11.5% |
| 1Y | +38.3% | +100.4% | -62.0% | +5.9% |
| All | +143.8% | +271.4% | -127.6% | +38.3% |
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