+458.3%
KLAC vs GFS
-3.9%
+462.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +10.6% | +2.6% | +7.9% | +9.1% |
| 30D | -4.5% | -16.4% | +11.9% | +4.9% |
| 3M | -10.3% | -41.6% | +31.3% | +21.0% |
| 6M | +40.9% | -3.7% | +44.6% | +44.7% |
| YTD | +56.1% | +29.3% | +26.8% | +36.5% |
| 1Y | +109.0% | +37.1% | +71.9% | +75.7% |
| 3Y | +288.8% | -22.1% | +311.0% | +316.1% |
| All | +458.3% | -3.9% | +462.3% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling