+29.2%
KLAC vs GS
+16.2%
+12.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.7% |
| 7D | -2.1% | +1.6% | -3.6% | -3.0% |
| 30D | -21.8% | +1.7% | -23.4% | -22.3% |
| 3M | -20.5% | -11.6% | -8.9% | -11.0% |
| 6M | -18.0% | -1.9% | -16.1% | -16.5% |
| YTD | +26.4% | +5.1% | +21.3% | +18.2% |
| All | +29.2% | +16.2% | +12.9% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling