+270.8%
KLAC vs GD
+68.4%
+202.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +7.9% |
| 7D | +5.7% | -5.3% | +11.0% | +7.6% |
| 30D | -3.6% | -6.4% | +2.8% | -1.6% |
| 3M | -12.8% | +5.7% | -18.5% | -15.2% |
| 6M | +26.1% | -0.9% | +27.0% | +26.1% |
| YTD | +53.3% | +8.2% | +45.2% | +46.7% |
| 1Y | +113.7% | +13.4% | +100.3% | +100.3% |
| All | +270.8% | +68.4% | +202.5% | +220.3% |
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