+26.2%
KLAC vs GD
+9.0%
+17.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -4.1% |
| 7D | -5.7% | +3.0% | -8.6% | -5.6% |
| 30D | -27.6% | +10.5% | -38.1% | -27.4% |
| 3M | -23.3% | -5.0% | -18.3% | -22.6% |
| 6M | -12.4% | +5.5% | -17.9% | -12.6% |
| YTD | +23.7% | +10.3% | +13.4% | +17.9% |
| 1Y | +26.2% | +8.2% | +18.0% | +22.5% |
| All | +26.2% | +9.0% | +17.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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