-12.5%
KLAC vs S
+45.4%
-57.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +5.0% |
| 7D | +7.5% | +1.2% | +6.3% | +7.1% |
| 30D | -15.3% | -7.3% | -8.0% | -15.5% |
| 3M | -19.6% | +5.9% | -25.5% | -18.3% |
| 6M | -12.5% | +45.6% | -58.2% | -9.7% |
| All | -12.5% | +45.4% | -57.9% | -9.7% |
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