+150,137.3%
KLAC vs SCHW
+52,067.9%
+98,069.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.4% |
| 7D | +2.5% | -2.8% | +5.2% | +3.6% |
| 30D | -11.5% | -0.1% | -11.5% | -11.7% |
| 3M | -16.9% | +20.6% | -37.5% | -24.1% |
| 6M | +22.2% | +15.9% | +6.3% | +12.9% |
| YTD | +46.4% | +8.5% | +37.9% | +38.7% |
| 1Y | +91.0% | +17.8% | +73.2% | +74.6% |
| 3Y | +264.6% | +88.5% | +176.0% | +169.2% |
| 5Y | +430.6% | +60.6% | +370.0% | +304.7% |
| 10Y | +2,889.3% | +298.0% | +2,591.3% | +1,394.1% |
| All | +150,137.3% | +52,067.9% | +98,069.4% | +9,604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling