+15.4%
KLAC vs GD
+5.1%
+10.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +6.7% |
| 7D | -12.3% | -5.0% | -7.3% | -12.1% |
| 30D | -29.6% | +8.9% | -38.6% | -29.3% |
| 3M | -28.2% | -8.0% | -20.2% | -27.5% |
| 6M | -23.6% | +2.9% | -26.5% | -23.7% |
| YTD | +14.4% | +7.1% | +7.3% | +9.3% |
| 1Y | +15.4% | +5.9% | +9.5% | +11.4% |
| All | +15.4% | +5.1% | +10.4% | +11.4% |
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