+159.1%
KLAC vs GEV
+706.8%
-547.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | -1.7% |
| 7D | +2.5% | -1.9% | +4.4% | +3.4% |
| 30D | -11.5% | -8.7% | -2.8% | -7.5% |
| 3M | -16.9% | +6.6% | -23.6% | -17.8% |
| 6M | +22.2% | +10.2% | +12.0% | +18.9% |
| YTD | +46.4% | +41.6% | +4.7% | +28.4% |
| 1Y | +91.0% | +43.9% | +47.1% | +64.3% |
| All | +159.1% | +706.8% | -547.7% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling