+433.3%
KLAC vs GAP
+8.7%
+424.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.2% |
| 7D | -2.7% | -4.1% | +1.4% | -1.6% |
| 30D | -13.2% | +6.2% | -19.4% | -14.9% |
| 3M | -25.0% | -0.7% | -24.3% | -25.8% |
| 6M | +23.6% | -7.1% | +30.7% | +23.8% |
| YTD | +49.2% | -14.1% | +63.3% | +51.9% |
| 1Y | +89.3% | -8.5% | +97.8% | +88.5% |
| 3Y | +274.4% | +115.4% | +159.0% | +169.1% |
| All | +433.3% | +8.7% | +424.6% | +308.7% |
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