+430.6%
KLAC vs GIS
-25.0%
+455.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -4.2% |
| 7D | +2.5% | -8.4% | +10.9% | -0.8% |
| 30D | -11.5% | -5.2% | -6.3% | -13.0% |
| 3M | -16.9% | +8.2% | -25.1% | -13.7% |
| 6M | +22.2% | -12.0% | +34.3% | +21.0% |
| YTD | +46.4% | -18.9% | +65.2% | +42.8% |
| 1Y | +91.0% | -23.6% | +114.6% | +84.8% |
| 3Y | +264.6% | -37.6% | +302.2% | +241.1% |
| 5Y | +430.6% | -25.2% | +455.8% | +396.8% |
| All | +430.6% | -25.0% | +455.6% | +396.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling