+28,387.0%
KLAC vs SCCO
+35,790.2%
-7,403.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +6.2% | +2.4% | +3.7% | +5.2% |
| 30D | -5.0% | +6.4% | -11.4% | -7.6% |
| 3M | -14.4% | +21.6% | -36.0% | -20.5% |
| 6M | +28.3% | +13.4% | +14.9% | +21.9% |
| YTD | +51.1% | +52.6% | -1.5% | +28.5% |
| 1Y | +100.4% | +122.4% | -22.0% | +48.3% |
| 3Y | +276.3% | +208.5% | +67.9% | +143.7% |
| 5Y | +452.1% | +353.9% | +98.2% | +204.8% |
| 10Y | +2,986.0% | +1,187.3% | +1,798.7% | +1,066.4% |
| All | +28,387.0% | +35,790.2% | -7,403.2% | +3,550.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling