+288.8%
KLAC vs GLW
+461.7%
-172.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.7% | -2.6% |
| 7D | +10.6% | +14.0% | -3.4% | +2.3% |
| 30D | -4.5% | +0.4% | -4.9% | -5.3% |
| 3M | -10.3% | -11.3% | +1.1% | -4.4% |
| 6M | +40.9% | +35.1% | +5.8% | +15.4% |
| YTD | +56.1% | +90.5% | -34.4% | +0.6% |
| 1Y | +109.0% | +132.0% | -23.0% | +17.9% |
| 3Y | +288.8% | +463.3% | -174.5% | +28.1% |
| All | +288.8% | +461.7% | -172.9% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling