-43.3%
ORCL vs KLAC
+30.9%
-74.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | +10.4% | +21.2% | -10.8% | +5.2% |
| 30D | -11.2% | -14.5% | +3.3% | -8.4% |
| 3M | -16.8% | -24.4% | +7.6% | -12.3% |
| 6M | -31.5% | -12.9% | -18.5% | -31.8% |
| YTD | -33.9% | +29.9% | -63.8% | -46.3% |
| 1Y | -43.3% | +31.9% | -75.2% | -54.3% |
| All | -43.3% | +30.9% | -74.2% | -54.3% |
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