+113.7%
KLAC vs GIS
-18.7%
+132.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +5.4% |
| 7D | +5.7% | -7.8% | +13.6% | -0.6% |
| 30D | -3.6% | +6.6% | -10.2% | +1.9% |
| 3M | -12.8% | +21.0% | -33.8% | +3.7% |
| 6M | +26.1% | -9.1% | +35.1% | +26.3% |
| YTD | +53.3% | -13.6% | +66.9% | +51.5% |
| 1Y | +113.7% | -18.0% | +131.7% | +108.0% |
| All | +113.7% | -18.7% | +132.3% | +108.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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