+423.5%
KLAC vs GFS
-2.1%
+425.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | +2.5% | +3.2% | -0.8% | +0.7% |
| 30D | -11.5% | -9.6% | -2.0% | -6.7% |
| 3M | -16.9% | -38.5% | +21.5% | +9.0% |
| 6M | +22.2% | -1.3% | +23.5% | +23.8% |
| YTD | +46.4% | +31.8% | +14.6% | +26.6% |
| 1Y | +91.0% | +44.6% | +46.4% | +56.2% |
| 3Y | +264.6% | -20.6% | +285.2% | +285.9% |
| All | +423.5% | -2.1% | +425.6% | +394.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling