+309.5%
KLAC vs S
-67.1%
+376.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.9% |
| 7D | +7.5% | +1.2% | +6.3% | +7.5% |
| 30D | -15.3% | -7.3% | -8.0% | -13.6% |
| 3M | -19.6% | +5.9% | -25.5% | -21.5% |
| 6M | -12.5% | +45.6% | -58.2% | -22.2% |
| YTD | +33.0% | +58.5% | -25.5% | +13.9% |
| 1Y | +35.9% | +37.6% | -1.7% | +20.6% |
| 3Y | +208.6% | +51.7% | +157.0% | +156.4% |
| 5Y | +309.5% | -67.5% | +377.0% | +346.4% |
| All | +309.5% | -67.1% | +376.5% | +346.4% |
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