+486.8%
KLAC vs S
-57.1%
+543.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | -13.2% | -11.4% | -1.7% | -11.0% |
| 3M | -25.0% | +33.8% | -58.8% | -31.0% |
| 6M | +23.6% | +39.5% | -15.9% | +11.2% |
| YTD | +49.2% | +31.7% | +17.6% | +35.5% |
| 1Y | +89.3% | +7.0% | +82.3% | +80.3% |
| 3Y | +274.4% | +11.8% | +262.6% | +240.5% |
| 5Y | +440.9% | -69.0% | +510.0% | +477.1% |
| All | +486.8% | -57.1% | +543.9% | +514.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling