-5.0%
KLAC vs GEV
-5.3%
+0.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-09 to 2026-09-09.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -1.6% |
| 7D | +6.2% | +3.2% | +3.0% | +3.9% |
| 30D | -5.0% | -4.0% | -1.0% | -2.2% |
| All | -5.0% | -5.3% | +0.3% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 2026-08-09 to 2026-09-09: compounded portfolio wealth divided by compounded GEV 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…
2026-08-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling