+195.3%
KLAC vs GEHC
+20.0%
+175.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.6% |
| 7D | +10.0% | +0.8% | +9.2% | +9.7% |
| 30D | -14.8% | +21.3% | -36.1% | -20.1% |
| 3M | -27.2% | +12.6% | -39.7% | -30.1% |
| 6M | -17.5% | +34.3% | -51.7% | -27.4% |
| YTD | +25.8% | +1.4% | +24.4% | +25.5% |
| 1Y | +31.8% | +12.5% | +19.4% | +24.1% |
| 3Y | +195.3% | +19.2% | +176.1% | +173.6% |
| All | +195.3% | +20.0% | +175.3% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling