+470.0%
KLAC vs GD
+97.9%
+372.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.1% | +8.1% |
| 7D | +5.7% | -5.3% | +11.0% | +8.2% |
| 30D | -3.6% | -6.4% | +2.8% | -1.0% |
| 3M | -12.8% | +5.7% | -18.5% | -15.8% |
| 6M | +26.1% | -0.9% | +27.0% | +25.5% |
| YTD | +53.3% | +8.2% | +45.2% | +45.2% |
| 1Y | +113.7% | +13.4% | +100.3% | +97.6% |
| 3Y | +274.9% | +68.5% | +206.4% | +177.6% |
| All | +470.0% | +97.9% | +372.1% | +295.5% |
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 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