+430.6%
KLAC vs GLW
+376.9%
+53.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | 0.0% | -1.1% |
| 7D | +2.5% | +11.7% | -9.3% | -4.6% |
| 30D | -11.5% | +2.7% | -14.2% | -13.6% |
| 3M | -16.9% | -2.8% | -14.1% | -16.0% |
| 6M | +22.2% | +20.2% | +2.1% | +4.2% |
| YTD | +46.4% | +87.3% | -40.9% | -10.6% |
| 1Y | +91.0% | +119.6% | -28.6% | +3.5% |
| 3Y | +264.6% | +453.7% | -189.1% | -2.5% |
| 5Y | +430.6% | +376.1% | +54.5% | +58.8% |
| All | +430.6% | +376.9% | +53.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling