+430.6%
KLAC vs JCI
+105.2%
+325.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -1.9% |
| 7D | +2.5% | +0.4% | +2.0% | +2.2% |
| 30D | -11.5% | -7.7% | -3.8% | -5.4% |
| 3M | -16.9% | +2.8% | -19.7% | -17.3% |
| 6M | +22.2% | +7.2% | +15.0% | +17.9% |
| YTD | +46.4% | +20.0% | +26.4% | +29.5% |
| 1Y | +91.0% | +33.3% | +57.8% | +56.1% |
| 3Y | +264.6% | +161.3% | +103.2% | +77.3% |
| 5Y | +430.6% | +108.8% | +321.8% | +208.0% |
| All | +430.6% | +105.2% | +325.4% | +208.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling