+394.8%
KLAC vs S
-51.7%
+446.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +10.0% | +2.0% | +8.0% | +9.5% |
| 30D | -14.8% | -2.7% | -12.1% | -14.1% |
| 3M | -27.2% | -6.9% | -20.3% | -26.5% |
| 6M | -17.5% | +38.1% | -55.5% | -25.2% |
| YTD | +25.8% | +48.0% | -22.2% | +10.6% |
| 1Y | +31.8% | +34.5% | -2.6% | +18.3% |
| 3Y | +195.3% | +38.3% | +157.0% | +154.6% |
| 5Y | +285.9% | -70.9% | +356.8% | +305.1% |
| All | +394.8% | -51.7% | +446.5% | +401.2% |
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 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