+28.3%
KLAC vs SCCO
+20.8%
+7.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +6.2% | +2.4% | +3.7% | +4.5% |
| 30D | -5.0% | +6.4% | -11.4% | -9.3% |
| 3M | -14.4% | +21.6% | -36.0% | -25.6% |
| 6M | +28.3% | +13.4% | +14.9% | +14.5% |
| All | +28.3% | +20.8% | +7.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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