+430.6%
KLAC vs JNJ
+81.7%
+348.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.2% |
| 7D | +2.5% | -4.3% | +6.8% | +1.7% |
| 30D | -11.5% | +3.0% | -14.5% | -11.0% |
| 3M | -16.9% | +12.2% | -29.2% | -15.6% |
| 6M | +22.2% | +10.5% | +11.8% | +24.3% |
| YTD | +46.4% | +30.8% | +15.6% | +50.3% |
| 1Y | +91.0% | +54.9% | +36.1% | +98.2% |
| 3Y | +264.6% | +80.7% | +183.9% | +280.9% |
| 5Y | +430.6% | +83.4% | +347.2% | +465.6% |
| All | +430.6% | +81.7% | +348.9% | +465.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling