+2,896.3%
KLAC vs GSK
+80.1%
+2,816.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -3.5% | +0.9% | -1.3% |
| 30D | -13.2% | -3.4% | -9.7% | -12.2% |
| 3M | -25.0% | -8.1% | -16.9% | -23.2% |
| 6M | +23.6% | -11.1% | +34.7% | +28.3% |
| YTD | +49.2% | +0.7% | +48.5% | +45.7% |
| 1Y | +89.3% | +20.1% | +69.2% | +69.4% |
| 3Y | +274.4% | +46.1% | +228.2% | +192.0% |
| 5Y | +440.9% | +48.2% | +392.7% | +301.6% |
| All | +2,896.3% | +80.1% | +2,816.3% | +1,919.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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