+160,143.0%
KLAC vs GSK
+1,657.0%
+158,486.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.9% |
| 7D | +10.6% | -4.2% | +14.8% | +12.4% |
| 30D | -4.5% | -7.5% | +3.0% | -1.8% |
| 3M | -10.3% | -3.3% | -7.0% | -9.9% |
| 6M | +40.9% | -9.3% | +50.2% | +44.8% |
| YTD | +56.1% | +1.6% | +54.5% | +52.4% |
| 1Y | +109.0% | +25.5% | +83.5% | +86.2% |
| 3Y | +288.8% | +49.3% | +239.6% | +213.5% |
| 5Y | +489.1% | +46.7% | +442.5% | +369.1% |
| 10Y | +3,041.8% | +76.8% | +2,965.0% | +2,216.4% |
| All | +160,143.0% | +1,657.0% | +158,486.0% | +57,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling