+126.0%
GOOGL vs KLAC
+194.3%
-68.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | +3.9% | +10.0% | -6.1% | +2.1% |
| 30D | -14.9% | -14.8% | -0.1% | -12.9% |
| 3M | -14.6% | -27.2% | +12.6% | -10.3% |
| 6M | -26.4% | -17.5% | -9.0% | -27.3% |
| YTD | -5.3% | +25.8% | -31.1% | -18.4% |
| 1Y | +6.5% | +31.8% | -25.4% | -9.6% |
| 3Y | +126.0% | +195.3% | -69.3% | +45.8% |
| All | +126.0% | +194.3% | -68.3% | +45.8% |
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