+30.6%
ORCL vs KLAC
+248.9%
-218.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.2% |
| 3M | -18.8% | -28.2% | +9.5% | -10.0% |
| 6M | -39.7% | -23.6% | -16.2% | -37.3% |
| YTD | -39.6% | +14.4% | -54.0% | -47.2% |
| 1Y | -51.7% | +15.4% | -67.2% | -57.9% |
| 3Y | +10.2% | +184.3% | -174.1% | -33.3% |
| All | +30.6% | +248.9% | -218.3% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling