+113.7%
KLAC vs JNJ
+58.1%
+55.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.5% | +6.6% |
| 7D | +5.7% | +2.7% | +3.0% | +7.5% |
| 30D | -3.6% | +7.4% | -11.0% | +0.8% |
| 3M | -12.8% | +21.2% | -34.0% | -4.2% |
| 6M | +26.1% | +13.4% | +12.7% | +37.8% |
| YTD | +53.3% | +35.1% | +18.2% | +78.2% |
| 1Y | +113.7% | +57.4% | +56.2% | +180.6% |
| All | +113.7% | +58.1% | +55.6% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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