+2,247.0%
KLAC vs JCI
+291.9%
+1,955.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -1.4% |
| 7D | +10.0% | +3.2% | +6.8% | +7.6% |
| 30D | -14.8% | -8.6% | -6.2% | -7.9% |
| 3M | -27.2% | -7.7% | -19.4% | -21.8% |
| 6M | -17.5% | -2.6% | -14.9% | -13.6% |
| YTD | +25.8% | +17.4% | +8.5% | +15.2% |
| 1Y | +31.8% | +16.9% | +14.9% | +21.2% |
| 3Y | +195.3% | +186.7% | +8.6% | +42.4% |
| 5Y | +285.9% | +95.4% | +190.6% | +139.5% |
| All | +2,247.0% | +291.9% | +1,955.1% | +656.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 10y: compounded portfolio wealth divided by compounded JCI 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…
10y analysis · Full analysis span regression · 6 months rolling