+270.3%
ORCL vs KLAC
+2,237.4%
-1,967.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | +8.0% | +10.0% | -2.0% | +4.7% |
| 30D | -4.0% | -14.8% | +10.8% | +0.7% |
| 3M | -19.5% | -27.2% | +7.7% | -11.5% |
| 6M | -33.5% | -17.5% | -16.0% | -32.1% |
| YTD | -34.8% | +25.8% | -60.7% | -43.5% |
| 1Y | -41.6% | +31.8% | -73.4% | -50.1% |
| 3Y | +13.8% | +195.3% | -181.5% | -27.7% |
| 5Y | +43.4% | +285.9% | -242.6% | -19.3% |
| All | +270.3% | +2,237.4% | -1,967.1% | +1.4% |
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