+113.7%
KLAC vs GAP
+1.5%
+112.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.3% |
| 7D | +5.7% | -4.5% | +10.2% | +6.4% |
| 30D | -3.6% | +9.0% | -12.7% | -5.2% |
| 3M | -12.8% | +5.0% | -17.8% | -13.2% |
| 6M | +26.1% | -17.8% | +43.9% | +33.6% |
| YTD | +53.3% | -10.4% | +63.7% | +57.4% |
| 1Y | +113.7% | -3.4% | +117.1% | +104.5% |
| All | +113.7% | +1.5% | +112.2% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling