+2,257.9%
KLAC vs GS
+464.6%
+1,793.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.8% |
| 7D | -2.1% | +1.6% | -3.6% | -2.8% |
| 30D | -21.8% | +1.7% | -23.4% | -22.2% |
| 3M | -20.5% | -11.6% | -8.9% | -13.0% |
| 6M | -18.0% | -1.9% | -16.1% | -16.4% |
| YTD | +26.4% | +5.1% | +21.3% | +22.9% |
| 1Y | +26.3% | +16.4% | +9.9% | +14.5% |
| 3Y | +193.3% | +199.0% | -5.7% | +37.8% |
| 5Y | +297.2% | +157.4% | +139.8% | +104.4% |
| All | +2,257.9% | +464.6% | +1,793.3% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling