+8,296.1%
KLAC vs GM
+232.1%
+8,063.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -4.4% |
| 7D | +2.5% | -1.1% | +3.5% | +2.9% |
| 30D | -11.5% | -3.4% | -8.1% | -10.4% |
| 3M | -16.9% | +8.7% | -25.6% | -20.3% |
| 6M | +22.2% | +15.4% | +6.8% | +14.1% |
| YTD | +46.4% | +6.6% | +39.8% | +41.2% |
| 1Y | +91.0% | +51.5% | +39.5% | +56.7% |
| 3Y | +264.6% | +169.3% | +95.2% | +122.4% |
| 5Y | +430.6% | +81.6% | +349.0% | +275.4% |
| 10Y | +2,889.3% | +240.7% | +2,648.6% | +1,338.8% |
| All | +8,296.1% | +232.1% | +8,063.9% | +3,652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling