+502.9%
KLAC vs S
-56.8%
+559.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.4% | +6.9% | +7.2% |
| 7D | +5.7% | -7.7% | +13.4% | +7.7% |
| 30D | -3.6% | -5.3% | +1.7% | -2.8% |
| 3M | -12.8% | +20.3% | -33.1% | -17.5% |
| 6M | +26.1% | +47.4% | -21.3% | +11.8% |
| YTD | +53.3% | +32.5% | +20.8% | +39.0% |
| 1Y | +113.7% | +9.5% | +104.1% | +102.3% |
| 3Y | +274.9% | +15.5% | +259.4% | +238.2% |
| 5Y | +470.1% | -71.2% | +541.4% | +508.8% |
| All | +502.9% | -56.8% | +559.7% | +530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling