+2,896.3%
KLAC vs GAP
+31.2%
+2,865.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.3% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | -13.2% | +6.2% | -19.4% | -14.8% |
| 3M | -25.0% | -0.7% | -24.3% | -25.8% |
| 6M | +23.6% | -7.1% | +30.7% | +23.7% |
| YTD | +49.2% | -14.1% | +63.3% | +51.6% |
| 1Y | +89.3% | -8.5% | +97.8% | +88.6% |
| 3Y | +274.4% | +115.4% | +159.0% | +183.1% |
| 5Y | +440.9% | +9.8% | +431.1% | +352.8% |
| All | +2,896.3% | +31.2% | +2,865.1% | +1,897.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling