-12.5%
KLAC vs GLXY
-46.4%
+33.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +13.2% | -7.9% | 0.0% |
| 7D | +7.5% | +14.3% | -6.8% | +2.1% |
| 30D | -15.3% | -19.6% | +4.3% | -9.8% |
| 3M | -19.6% | -20.7% | +1.1% | -15.9% |
| 6M | -12.5% | -49.6% | +37.1% | +11.4% |
| All | -12.5% | -46.4% | +33.8% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 6mo: compounded portfolio wealth divided by compounded GLXY 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…
6mo analysis · Full analysis span regression · 6 months rolling