-31.1%
ORCL vs KLAC
+108.8%
-139.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.0% |
| 7D | +15.0% | +10.6% | +4.4% | +12.5% |
| 30D | +10.5% | -4.5% | +15.0% | +11.5% |
| 3M | -23.0% | -10.3% | -12.8% | -23.1% |
| 6M | +7.0% | +40.9% | -33.9% | -7.8% |
| YTD | -15.8% | +56.1% | -71.9% | -34.1% |
| 1Y | -31.1% | +109.0% | -140.1% | -54.0% |
| All | -31.1% | +108.8% | -139.9% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling