+157,276.9%
KLAC vs JCI
+2,331.5%
+154,945.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.6% |
| 7D | +5.7% | +3.8% | +1.9% | +4.2% |
| 30D | -3.6% | -5.7% | +2.0% | -1.4% |
| 3M | -12.8% | -1.4% | -11.4% | -11.5% |
| 6M | +26.1% | +4.1% | +21.9% | +25.8% |
| YTD | +53.3% | +21.7% | +31.6% | +44.1% |
| 1Y | +113.7% | +36.1% | +77.5% | +92.8% |
| 3Y | +274.9% | +154.4% | +120.5% | +168.7% |
| 5Y | +470.1% | +112.0% | +358.1% | +338.2% |
| 10Y | +2,997.0% | +322.2% | +2,674.8% | +1,757.6% |
| All | +157,276.9% | +2,331.5% | +154,945.4% | +38,008.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling