+193.3%
KLAC vs GD
+61.5%
+131.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.3% |
| 30D | -21.8% | +10.9% | -32.7% | -24.4% |
| 3M | -20.5% | -6.8% | -13.8% | -18.3% |
| 6M | -18.0% | +7.0% | -25.0% | -20.7% |
| YTD | +26.4% | +11.1% | +15.3% | +18.9% |
| 1Y | +26.3% | +7.0% | +19.3% | +21.5% |
| 3Y | +193.3% | +59.9% | +133.3% | +128.9% |
| All | +193.3% | +61.5% | +131.7% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling