+270.8%
KLAC vs GS
+239.2%
+31.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.3% | +7.3% |
| 7D | +5.7% | +0.9% | +4.8% | +4.9% |
| 30D | -3.6% | -1.6% | -2.1% | -2.6% |
| 3M | -12.8% | -4.5% | -8.3% | -9.7% |
| 6M | +26.1% | +20.9% | +5.2% | +9.9% |
| YTD | +53.3% | +19.9% | +33.4% | +34.1% |
| 1Y | +113.7% | +41.4% | +72.3% | +66.8% |
| All | +270.8% | +239.2% | +31.6% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling