+5,719.9%
KLAC vs GWRE
+736.4%
+4,983.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.7% |
| 7D | +2.5% | -30.9% | +33.4% | +12.9% |
| 30D | -11.5% | -20.7% | +9.2% | -7.1% |
| 3M | -16.9% | +20.2% | -37.1% | -26.1% |
| 6M | +22.2% | -11.9% | +34.1% | +17.5% |
| YTD | +46.4% | -30.3% | +76.7% | +51.9% |
| 1Y | +91.0% | -44.6% | +135.6% | +116.4% |
| 3Y | +264.6% | +48.8% | +215.8% | +163.7% |
| 5Y | +430.6% | +14.8% | +415.8% | +314.4% |
| 10Y | +2,889.3% | +128.1% | +2,761.2% | +1,814.9% |
| All | +5,719.9% | +736.4% | +4,983.6% | +3,053.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling