+113.7%
KLAC vs GWRE
-25.4%
+139.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -19.9% | +27.3% | +3.8% |
| 7D | +5.7% | -21.1% | +26.8% | +2.0% |
| 30D | -3.6% | +1.3% | -4.9% | -3.1% |
| 3M | -12.8% | +7.4% | -20.3% | -8.7% |
| 6M | +26.1% | +5.6% | +20.4% | +32.8% |
| YTD | +53.3% | -19.2% | +72.5% | +66.5% |
| 1Y | +113.7% | -25.1% | +138.8% | +135.4% |
| All | +113.7% | -25.4% | +139.1% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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