+89.3%
KLAC vs GSK
+21.8%
+67.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | -2.7% | -3.5% | +0.9% | -2.8% |
| 30D | -13.2% | -3.4% | -9.7% | -13.3% |
| 3M | -25.0% | -8.1% | -16.9% | -24.7% |
| 6M | +23.6% | -11.1% | +34.7% | +25.0% |
| YTD | +49.2% | +0.7% | +48.5% | +51.2% |
| 1Y | +89.3% | +20.1% | +69.2% | +83.3% |
| All | +89.3% | +21.8% | +67.5% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling