-17.5%
KLAC vs GE
+12.4%
-29.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +10.0% | +2.7% | +7.3% | +8.1% |
| 30D | -14.8% | +8.1% | -22.9% | -18.5% |
| 3M | -27.2% | -7.9% | -19.3% | -23.8% |
| 6M | -17.5% | +12.9% | -30.4% | -21.8% |
| All | -17.5% | +12.4% | -29.9% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 6mo: compounded portfolio wealth divided by compounded GE 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…
6mo analysis · Full analysis span regression · 6 months rolling