+160,143.0%
KLAC vs GIS
+1,482.6%
+158,660.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.2% |
| 7D | +10.6% | -8.3% | +18.9% | +12.8% |
| 30D | -4.5% | +2.2% | -6.7% | -5.3% |
| 3M | -10.3% | +15.7% | -26.0% | -14.6% |
| 6M | +40.9% | -12.0% | +52.9% | +43.5% |
| YTD | +56.1% | -15.0% | +71.1% | +59.4% |
| 1Y | +109.0% | -20.1% | +129.1% | +116.2% |
| 3Y | +288.8% | -34.6% | +323.4% | +315.6% |
| 5Y | +489.1% | -22.8% | +512.0% | +480.8% |
| 10Y | +3,041.8% | -18.5% | +3,060.3% | +2,850.5% |
| All | +160,143.0% | +1,482.6% | +158,660.3% | +40,507.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling