+6.3%
KLAC vs GILD
+40.5%
-34.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -4.0% | -9.4% | -13.8% |
| 7D | -22.5% | +1.2% | -23.7% | -22.1% |
| 30D | -34.3% | +16.2% | -50.4% | -32.5% |
| 3M | -32.6% | +27.9% | -60.5% | -30.0% |
| 6M | -24.9% | +27.1% | -52.0% | -21.4% |
| YTD | +7.2% | +39.0% | -31.8% | +16.0% |
| 1Y | +6.3% | +40.1% | -33.7% | +15.4% |
| All | +6.3% | +40.5% | -34.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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