+2,896.3%
KLAC vs GILD
+163.6%
+2,732.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.2% |
| 7D | -2.7% | -4.8% | +2.1% | -1.2% |
| 30D | -13.2% | +5.8% | -18.9% | -14.9% |
| 3M | -25.0% | +14.9% | -39.9% | -29.1% |
| 6M | +23.6% | -0.4% | +24.0% | +22.7% |
| YTD | +49.2% | +18.5% | +30.7% | +38.9% |
| 1Y | +89.3% | +25.1% | +64.2% | +72.3% |
| 3Y | +274.4% | +105.9% | +168.5% | +173.5% |
| 5Y | +440.9% | +143.0% | +298.0% | +259.0% |
| All | +2,896.3% | +163.6% | +2,732.7% | +1,786.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling