+279.1%
KLAC vs GSK
+48.7%
+230.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.2% | -3.6% | +9.8% | +6.5% |
| 30D | -5.0% | -5.9% | +0.9% | -4.5% |
| 3M | -14.4% | -4.3% | -10.2% | -14.3% |
| 6M | +28.3% | -10.8% | +39.1% | +30.0% |
| YTD | +51.1% | +1.8% | +49.3% | +50.3% |
| 1Y | +100.4% | +23.5% | +76.9% | +92.9% |
| All | +279.1% | +48.7% | +230.3% | +258.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling