+286.1%
KLAC vs GAP
+2.1%
+284.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.3% | -3.0% |
| 7D | +10.0% | -1.9% | +11.9% | +10.6% |
| 30D | -14.8% | -7.1% | -7.8% | -13.3% |
| 3M | -27.2% | +4.1% | -31.3% | -28.4% |
| 6M | -17.5% | +1.9% | -19.4% | -19.5% |
| YTD | +25.8% | -15.2% | +41.0% | +28.3% |
| 1Y | +31.8% | -10.6% | +42.5% | +32.1% |
| 3Y | +195.3% | +74.6% | +120.7% | +127.4% |
| All | +286.1% | +2.1% | +284.0% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling