+385.3%
KLAC vs GEHC
+2.1%
+383.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.1% |
| 7D | -2.7% | -7.2% | +4.5% | -0.3% |
| 30D | -13.2% | -11.6% | -1.6% | -9.8% |
| 3M | -25.0% | -0.8% | -24.2% | -26.4% |
| 6M | +23.6% | -11.9% | +35.5% | +27.1% |
| YTD | +49.2% | -21.9% | +71.2% | +60.9% |
| 1Y | +89.3% | -17.8% | +107.2% | +98.9% |
| 3Y | +274.4% | -3.5% | +277.9% | +268.4% |
| All | +385.3% | +2.1% | +383.2% | +384.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling