+274.4%
KLAC vs JNJ
+79.6%
+194.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +1.8% |
| 7D | -2.7% | -3.5% | +0.8% | -4.1% |
| 30D | -13.2% | +2.3% | -15.5% | -12.2% |
| 3M | -25.0% | +12.0% | -37.0% | -21.2% |
| 6M | +23.6% | +10.5% | +13.1% | +29.7% |
| YTD | +49.2% | +30.4% | +18.8% | +65.0% |
| 1Y | +89.3% | +52.1% | +37.2% | +121.1% |
| 3Y | +274.4% | +77.8% | +196.6% | +391.9% |
| All | +274.4% | +79.6% | +194.8% | +391.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling