+1,977.1%
KLAC vs GH
+480.1%
+1,497.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +10.6% | -2.1% | +12.7% | +11.1% |
| 30D | -4.5% | -4.5% | 0.0% | -3.7% |
| 3M | -10.3% | +28.9% | -39.1% | -15.5% |
| 6M | +40.9% | +76.5% | -35.6% | +23.2% |
| YTD | +56.1% | +57.6% | -1.5% | +39.1% |
| 1Y | +109.0% | +167.5% | -58.5% | +64.0% |
| 3Y | +288.8% | +377.4% | -88.6% | +150.7% |
| 5Y | +489.1% | +23.8% | +465.3% | +369.2% |
| All | +1,977.1% | +480.1% | +1,497.0% | +1,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling