+91.0%
KLAC vs O
+5.5%
+85.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.5% |
| 7D | +2.5% | -3.5% | +6.0% | +0.7% |
| 30D | -11.5% | -3.3% | -8.2% | -12.9% |
| 3M | -16.9% | -2.8% | -14.1% | -17.9% |
| 6M | +22.2% | -5.8% | +28.0% | +21.8% |
| YTD | +46.4% | +9.4% | +37.0% | +43.4% |
| 1Y | +91.0% | +5.7% | +85.3% | +88.9% |
| All | +91.0% | +5.5% | +85.5% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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