+110,463.5%
KLAC vs JBL
+42,747.1%
+67,716.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.2% | +4.0% | +2.2% | +4.7% |
| 30D | -5.0% | -7.5% | +2.5% | -2.1% |
| 3M | -14.4% | -14.1% | -0.3% | -8.2% |
| 6M | +28.3% | +25.9% | +2.4% | +20.0% |
| YTD | +51.1% | +36.7% | +14.4% | +37.4% |
| 1Y | +100.4% | +49.0% | +51.4% | +76.2% |
| 3Y | +276.3% | +191.8% | +84.6% | +155.4% |
| 5Y | +452.1% | +409.8% | +42.3% | +211.2% |
| 10Y | +2,986.0% | +1,509.2% | +1,476.7% | +1,076.3% |
| All | +110,463.5% | +42,747.1% | +67,716.4% | +26,236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling