-37.8%
ORCL vs KLAC
-18.1%
-19.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.1% | +0.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | -15.3% | -22.6% | +7.3% | -11.3% |
| 3M | -18.2% | -23.5% | +5.3% | -14.5% |
| All | -37.8% | -18.1% | -19.7% | -36.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling