+129,625.8%
KLAC vs GLW
+3,371.8%
+126,253.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.5% |
| 7D | -2.1% | -11.1% | +9.1% | +3.4% |
| 30D | -21.8% | -28.4% | +6.7% | -9.4% |
| 3M | -20.5% | -28.8% | +8.3% | -8.7% |
| 6M | -18.0% | -39.8% | +21.9% | +0.7% |
| YTD | +26.4% | +28.7% | -2.4% | +10.8% |
| 1Y | +26.3% | +27.7% | -1.4% | +11.0% |
| 3Y | +193.3% | +331.3% | -138.1% | +55.5% |
| 5Y | +297.2% | +233.4% | +63.8% | +135.3% |
| 10Y | +2,288.0% | +521.8% | +1,766.2% | +1,021.4% |
| All | +129,625.8% | +3,371.8% | +126,253.9% | +23,154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling