+10,223.6%
KLAC vs GS
+1,570.5%
+8,653.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -12.3% | -3.2% | -9.1% | -10.5% |
| 30D | -29.6% | -2.4% | -27.2% | -28.4% |
| 3M | -28.2% | -15.7% | -12.5% | -20.6% |
| 6M | -23.6% | -6.8% | -16.8% | -20.0% |
| YTD | +14.4% | -0.1% | +14.5% | +15.3% |
| 1Y | +15.4% | +12.1% | +3.3% | +9.1% |
| 3Y | +184.3% | +185.8% | -1.5% | +58.0% |
| 5Y | +248.9% | +140.1% | +108.8% | +113.9% |
| 10Y | +2,076.9% | +505.2% | +1,571.7% | +672.8% |
| All | +10,223.6% | +1,570.5% | +8,653.1% | +1,141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling