+26.2%
KLAC vs GH
+80.5%
-54.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.4% |
| 7D | -5.7% | -7.7% | +2.0% | -4.3% |
| 30D | -27.6% | -10.0% | -17.6% | -26.3% |
| 3M | -23.3% | +5.5% | -28.8% | -23.8% |
| 6M | -12.4% | +84.9% | -97.3% | -21.8% |
| YTD | +23.7% | +65.0% | -41.3% | +10.7% |
| 1Y | +26.2% | +71.8% | -45.6% | +10.7% |
| All | +26.2% | +80.5% | -54.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling