+452.1%
KLAC vs S
-71.9%
+523.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -5.0% | -12.6% | +7.6% | -2.1% |
| 3M | -14.4% | +27.6% | -42.0% | -20.5% |
| 6M | +28.3% | +35.5% | -7.2% | +15.7% |
| YTD | +51.1% | +29.6% | +21.5% | +37.1% |
| 1Y | +100.4% | +8.1% | +92.3% | +89.8% |
| 3Y | +276.3% | +14.8% | +261.6% | +237.4% |
| 5Y | +452.1% | -70.6% | +522.6% | +521.9% |
| All | +452.1% | -71.9% | +523.9% | +521.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling