+2,249.0%
KLAC vs GD
+185.2%
+2,063.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +7.9% |
| 7D | -1.1% | -3.0% | +1.9% | +1.0% |
| 30D | -22.6% | +9.3% | -31.9% | -26.6% |
| 3M | -23.5% | -7.2% | -16.3% | -20.2% |
| 6M | -18.8% | +5.5% | -24.3% | -22.5% |
| YTD | +25.0% | +9.5% | +15.6% | +15.3% |
| 1Y | +27.5% | +6.4% | +21.1% | +19.9% |
| 3Y | +206.1% | +59.8% | +146.3% | +116.5% |
| 5Y | +281.0% | +98.0% | +183.0% | +127.1% |
| 10Y | +2,249.0% | +177.4% | +2,071.6% | +1,058.6% |
| All | +2,249.0% | +185.2% | +2,063.8% | +1,058.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling