+113.7%
KLAC vs GM
+52.7%
+61.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.6% | +6.7% | +7.1% |
| 7D | +5.7% | +1.7% | +4.0% | +5.0% |
| 30D | -3.6% | -1.6% | -2.1% | -3.1% |
| 3M | -12.8% | +5.7% | -18.5% | -15.3% |
| 6M | +26.1% | +12.2% | +13.9% | +18.6% |
| YTD | +53.3% | +8.4% | +44.9% | +45.5% |
| 1Y | +113.7% | +52.3% | +61.4% | +96.7% |
| All | +113.7% | +52.7% | +61.0% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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