+33.3%
ORCL vs KLAC
+291.0%
-257.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +1.8% |
| 7D | +15.0% | +10.6% | +4.4% | +11.4% |
| 30D | +10.5% | -4.5% | +15.0% | +12.0% |
| 3M | -23.0% | -10.3% | -12.8% | -23.1% |
| 6M | +7.0% | +40.9% | -33.9% | -11.2% |
| YTD | -15.8% | +56.1% | -71.9% | -34.6% |
| 1Y | -31.1% | +109.0% | -140.1% | -52.9% |
| 3Y | +33.3% | +288.8% | -255.6% | -33.1% |
| All | +33.3% | +291.0% | -257.7% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling