+113.7%
KLAC vs SE
-38.5%
+152.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.9% | +8.2% | +7.5% |
| 7D | +5.7% | -6.1% | +11.8% | +6.8% |
| 30D | -3.6% | -2.5% | -1.2% | -3.5% |
| 3M | -12.8% | +21.7% | -34.5% | -16.9% |
| 6M | +26.1% | +27.0% | -0.9% | +17.4% |
| YTD | +53.3% | -12.1% | +65.4% | +65.4% |
| 1Y | +113.7% | -40.9% | +154.6% | +154.2% |
| All | +113.7% | -38.5% | +152.2% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling