+274.4%
KLAC vs GIS
-37.5%
+311.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +1.8% |
| 7D | -2.7% | -6.4% | +3.7% | -6.1% |
| 30D | -13.2% | -6.1% | -7.1% | -15.7% |
| 3M | -25.0% | +7.8% | -32.8% | -20.7% |
| 6M | +23.6% | -8.8% | +32.4% | +22.9% |
| YTD | +49.2% | -19.1% | +68.3% | +42.6% |
| 1Y | +89.3% | -24.8% | +114.1% | +77.5% |
| 3Y | +274.4% | -37.6% | +311.9% | +240.4% |
| All | +274.4% | -37.5% | +311.8% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling