+26.2%
KLAC vs GM
+37.1%
-10.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -5.8% |
| 7D | -5.7% | +12.1% | -17.7% | -10.0% |
| 30D | -27.6% | +15.2% | -42.8% | -31.8% |
| 3M | -23.3% | +4.9% | -28.2% | -25.1% |
| 6M | -12.4% | +22.6% | -35.0% | -22.7% |
| YTD | +23.7% | +14.4% | +9.3% | +11.4% |
| 1Y | +26.2% | +39.4% | -13.2% | +3.0% |
| All | +26.2% | +37.1% | -10.9% | +3.0% |
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