+31.9%
KLAC vs GLW
+35.6%
-3.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.8% |
| 7D | +21.2% | +15.5% | +5.6% | +11.6% |
| 30D | -14.5% | -19.6% | +5.0% | -3.4% |
| 3M | -24.4% | -28.5% | +4.1% | -10.4% |
| 6M | -12.9% | -39.5% | +26.6% | +12.9% |
| YTD | +29.9% | +37.2% | -7.3% | +11.0% |
| 1Y | +31.9% | +35.4% | -3.5% | +13.0% |
| All | +31.9% | +35.6% | -3.7% | +13.0% |
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 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