+279.1%
KLAC vs GTLB
-12.2%
+291.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | +6.2% | -6.6% | +12.8% | +7.1% |
| 30D | -5.0% | +13.7% | -18.7% | -6.8% |
| 3M | -14.4% | +52.9% | -67.3% | -19.8% |
| 6M | +28.3% | +88.5% | -60.2% | +14.5% |
| YTD | +51.1% | +23.4% | +27.6% | +46.6% |
| 1Y | +100.4% | -3.8% | +104.2% | +104.5% |
| All | +279.1% | -12.2% | +291.2% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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