+433.3%
KLAC vs SCHW
+59.3%
+374.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -2.7% | -1.9% | -0.8% | -2.0% |
| 30D | -13.2% | -1.6% | -11.5% | -12.8% |
| 3M | -25.0% | +21.3% | -46.3% | -31.4% |
| 6M | +23.6% | +16.5% | +7.1% | +14.4% |
| YTD | +49.2% | +8.4% | +40.8% | +42.2% |
| 1Y | +89.3% | +15.6% | +73.7% | +75.1% |
| 3Y | +274.4% | +86.8% | +187.5% | +176.3% |
| All | +433.3% | +59.3% | +374.0% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 5y: compounded portfolio wealth divided by compounded SCHW 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…
5y analysis · Full analysis span regression · 6 months rolling