+2,247.0%
KLAC vs GD
+165.7%
+2,081.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | +2.7% | +7.3% | +8.4% |
| 30D | -14.8% | +8.6% | -23.4% | -18.8% |
| 3M | -27.2% | -7.1% | -20.1% | -24.1% |
| 6M | -17.5% | +7.5% | -24.9% | -22.1% |
| YTD | +25.8% | +9.9% | +15.9% | +15.7% |
| 1Y | +31.8% | +7.6% | +24.3% | +23.1% |
| 3Y | +195.3% | +56.2% | +139.1% | +112.0% |
| 5Y | +285.9% | +100.6% | +185.3% | +127.7% |
| All | +2,247.0% | +165.7% | +2,081.3% | +1,038.5% |
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 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