+433.3%
KLAC vs GM
+78.3%
+355.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.2% |
| 7D | -2.7% | -2.4% | -0.2% | -1.7% |
| 30D | -13.2% | -1.1% | -12.1% | -12.9% |
| 3M | -25.0% | +6.1% | -31.1% | -27.5% |
| 6M | +23.6% | +15.0% | +8.6% | +15.1% |
| YTD | +49.2% | +6.0% | +43.2% | +43.8% |
| 1Y | +89.3% | +47.1% | +42.2% | +55.9% |
| 3Y | +274.4% | +170.5% | +103.9% | +116.5% |
| All | +433.3% | +78.3% | +355.0% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling