+113.7%
KLAC vs GLW
+123.7%
-10.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.7% | +1.6% | +4.1% |
| 7D | +5.7% | +3.8% | +2.0% | +3.6% |
| 30D | -3.6% | -1.3% | -2.3% | -3.3% |
| 3M | -12.8% | -21.8% | +9.0% | -0.1% |
| 6M | +26.1% | +6.9% | +19.2% | +21.7% |
| YTD | +53.3% | +77.2% | -23.8% | +9.7% |
| 1Y | +113.7% | +123.2% | -9.6% | +31.3% |
| All | +113.7% | +123.7% | -10.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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