+251.6%
ORCL vs KLAC
+2,287.9%
-2,036.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.1% | +0.2% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | -15.3% | -22.6% | +7.3% | -8.5% |
| 3M | -18.2% | -23.5% | +5.3% | -11.6% |
| 6M | -38.4% | -18.8% | -19.6% | -36.9% |
| YTD | -37.7% | +25.0% | -62.8% | -45.9% |
| 1Y | -49.3% | +27.5% | -76.8% | -56.2% |
| 3Y | +10.6% | +206.1% | -195.5% | -30.6% |
| 5Y | +35.5% | +281.0% | -245.5% | -23.5% |
| 10Y | +251.6% | +2,249.0% | -1,997.4% | -3.8% |
| All | +251.6% | +2,287.9% | -2,036.3% | -3.8% |
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