+113.7%
KLAC vs GLD
+24.4%
+89.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.2% | +7.8% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -3.6% | +4.4% | -8.0% | -6.2% |
| 3M | -12.8% | -1.1% | -11.7% | -12.3% |
| 6M | +26.1% | -13.8% | +39.8% | +36.8% |
| YTD | +53.3% | +2.6% | +50.7% | +62.6% |
| 1Y | +113.7% | +24.5% | +89.2% | +119.1% |
| All | +113.7% | +24.4% | +89.3% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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