+160,142.9%
KLAC vs JPM
+11,071.4%
+149,071.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.3% | +2.5% |
| 7D | +10.6% | -0.4% | +11.0% | +10.7% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | -10.3% | +14.1% | -24.4% | -15.7% |
| 6M | +40.9% | +23.3% | +17.6% | +27.8% |
| YTD | +56.1% | +11.3% | +44.8% | +48.2% |
| 1Y | +109.0% | +23.0% | +86.0% | +89.6% |
| 3Y | +288.8% | +162.6% | +126.3% | +148.7% |
| 5Y | +489.1% | +152.8% | +336.4% | +282.9% |
| 10Y | +3,041.8% | +583.6% | +2,458.1% | +1,208.3% |
| All | +160,142.9% | +11,071.4% | +149,071.6% | +19,028.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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