+298.6%
KLAC vs GS
+155.9%
+142.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.2% |
| 7D | +21.2% | +5.1% | +16.0% | +16.7% |
| 30D | -14.5% | +2.4% | -16.9% | -15.6% |
| 3M | -24.4% | -11.5% | -12.9% | -16.4% |
| 6M | -12.9% | -2.5% | -10.4% | -10.7% |
| YTD | +29.9% | +5.5% | +24.5% | +25.2% |
| 1Y | +31.9% | +11.0% | +20.9% | +22.3% |
| 3Y | +201.5% | +200.1% | +1.5% | +25.1% |
| 5Y | +298.6% | +154.7% | +143.9% | +71.5% |
| All | +298.6% | +155.9% | +142.7% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling