+2,323.7%
KLAC vs GLW
+554.5%
+1,769.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +21.2% | +15.5% | +5.6% | +10.0% |
| 30D | -14.5% | -19.6% | +5.0% | -0.8% |
| 3M | -24.4% | -28.5% | +4.1% | -7.3% |
| 6M | -12.9% | -39.5% | +26.6% | +17.2% |
| YTD | +29.9% | +37.2% | -7.3% | -8.3% |
| 1Y | +31.9% | +35.4% | -3.5% | -6.4% |
| 3Y | +201.5% | +359.7% | -158.2% | -17.4% |
| 5Y | +298.6% | +244.0% | +54.6% | +35.1% |
| All | +2,323.7% | +554.5% | +1,769.3% | +361.0% |
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