+26.1%
KLAC vs S
+49.9%
-23.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.3% |
| 7D | +5.7% | -7.7% | +13.4% | +6.0% |
| 30D | -3.6% | -5.3% | +1.7% | -3.1% |
| 3M | -12.8% | +20.3% | -33.1% | -11.3% |
| 6M | +26.1% | +47.4% | -21.3% | +29.2% |
| All | +26.1% | +49.9% | -23.9% | +29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling