+368.8%
ORCL vs KLAC
+2,952.6%
-2,583.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | +10.9% | +6.2% | +4.7% | +8.8% |
| 30D | +7.0% | -5.0% | +12.0% | +8.6% |
| 3M | -21.2% | -14.4% | -6.8% | -19.7% |
| 6M | +7.4% | +28.3% | -20.9% | -5.3% |
| YTD | -16.3% | +51.1% | -67.4% | -31.2% |
| 1Y | -32.3% | +100.4% | -132.7% | -49.6% |
| 3Y | +32.6% | +276.3% | -243.8% | -21.8% |
| 5Y | +93.1% | +452.1% | -359.0% | -2.7% |
| 10Y | +368.8% | +2,986.0% | -2,617.2% | +16.4% |
| All | +368.8% | +2,952.6% | -2,583.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 10y: compounded portfolio wealth divided by compounded KLAC 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…
10y analysis · Full analysis span regression · 6 months rolling