+252.2%
KLAC vs GD
+94.5%
+157.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.6% | +7.3% | +7.0% |
| 7D | -12.3% | -5.0% | -7.3% | -10.2% |
| 30D | -29.6% | +8.9% | -38.6% | -32.1% |
| 3M | -28.2% | -8.0% | -20.2% | -25.6% |
| 6M | -23.6% | +2.9% | -26.5% | -25.3% |
| YTD | +14.4% | +7.1% | +7.3% | +8.7% |
| 1Y | +15.4% | +5.9% | +9.5% | +10.3% |
| 3Y | +184.3% | +53.9% | +130.4% | +119.4% |
| All | +252.2% | +94.5% | +157.6% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling