+31.5%
ORCL vs KLAC
+277.7%
-246.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +0.8% |
| 7D | +5.3% | +5.7% | -0.5% | +3.4% |
| 30D | +10.0% | -3.6% | +13.6% | +11.1% |
| 3M | -32.6% | -12.8% | -19.8% | -32.1% |
| 6M | +4.9% | +26.1% | -21.1% | -9.3% |
| YTD | -17.8% | +53.3% | -71.1% | -35.7% |
| 1Y | -28.0% | +113.7% | -141.7% | -51.3% |
| All | +31.5% | +277.7% | -246.2% | -33.8% |
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 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