+433.3%
KLAC vs JBL
+409.3%
+24.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.0% | -3.1% | -1.7% |
| 7D | -2.7% | +2.4% | -5.1% | -4.4% |
| 30D | -13.2% | -13.1% | 0.0% | -4.0% |
| 3M | -25.0% | -15.6% | -9.4% | -14.2% |
| 6M | +23.6% | +24.6% | -1.0% | +9.2% |
| YTD | +49.2% | +39.6% | +9.6% | +22.1% |
| 1Y | +89.3% | +48.6% | +40.7% | +47.3% |
| 3Y | +274.4% | +197.3% | +77.1% | +65.6% |
| All | +433.3% | +409.3% | +24.0% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 5y: compounded portfolio wealth divided by compounded JBL 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…
5y analysis · Full analysis span regression · 6 months rolling