+2,838.9%
KLAC vs GLW
+844.8%
+1,994.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | 0.0% | -1.0% |
| 7D | +2.5% | +11.7% | -9.3% | -5.1% |
| 30D | -11.5% | +2.7% | -14.2% | -13.8% |
| 3M | -16.9% | -2.8% | -14.1% | -16.6% |
| 6M | +22.2% | +20.2% | +2.1% | +1.3% |
| YTD | +46.4% | +87.3% | -40.9% | -14.9% |
| 1Y | +91.0% | +119.6% | -28.6% | -1.9% |
| 3Y | +264.6% | +453.7% | -189.1% | -9.3% |
| 5Y | +430.6% | +376.1% | +54.5% | +46.5% |
| All | +2,838.9% | +844.8% | +1,994.1% | +365.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling