+10.2%
ORCL vs KLAC
+183.2%
-173.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.7% | -5.9% | -1.4% |
| 7D | -11.2% | -12.3% | +1.1% | -7.3% |
| 30D | -18.8% | -29.6% | +10.8% | -9.4% |
| 3M | -18.8% | -28.2% | +9.5% | -10.2% |
| 6M | -39.7% | -23.6% | -16.2% | -37.7% |
| YTD | -39.6% | +14.4% | -54.0% | -48.3% |
| 1Y | -51.7% | +15.4% | -67.2% | -58.8% |
| 3Y | +10.2% | +184.3% | -174.1% | -37.1% |
| All | +10.2% | +183.2% | -173.0% | -37.1% |
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