+433.7%
KLAC vs GFS
0.0%
+433.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +0.8% |
| 7D | -2.7% | +3.8% | -6.5% | -4.7% |
| 30D | -13.2% | -11.7% | -1.4% | -7.3% |
| 3M | -25.0% | -41.8% | +16.8% | +0.9% |
| 6M | +23.6% | +6.6% | +17.0% | +20.5% |
| YTD | +49.2% | +34.6% | +14.6% | +27.6% |
| 1Y | +89.3% | +46.2% | +43.2% | +53.8% |
| 3Y | +274.4% | -20.3% | +294.7% | +295.3% |
| All | +433.7% | 0.0% | +433.7% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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