+279.1%
KLAC vs JCI
+163.4%
+115.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | +6.2% | +4.1% | +2.1% | +2.7% |
| 30D | -5.0% | -3.8% | -1.2% | -1.7% |
| 3M | -14.4% | -1.6% | -12.8% | -12.2% |
| 6M | +28.3% | +9.5% | +18.8% | +21.8% |
| YTD | +51.1% | +21.7% | +29.4% | +32.9% |
| 1Y | +100.4% | +37.1% | +63.2% | +61.9% |
| All | +279.1% | +163.4% | +115.7% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling