+89.3%
KLAC vs JCI
+36.0%
+53.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | -0.5% |
| 7D | -2.7% | +0.7% | -3.4% | -3.4% |
| 30D | -13.2% | -4.4% | -8.7% | -8.6% |
| 3M | -25.0% | +1.7% | -26.7% | -25.3% |
| 6M | +23.6% | +8.8% | +14.8% | +16.1% |
| YTD | +49.2% | +22.6% | +26.6% | +28.9% |
| 1Y | +89.3% | +36.2% | +53.1% | +47.0% |
| All | +89.3% | +36.0% | +53.4% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling