+1,803.9%
KLAC vs SE
+553.8%
+1,250.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | -2.7% | -5.2% | +2.5% | -1.3% |
| 30D | -13.2% | -17.1% | +3.9% | -9.0% |
| 3M | -25.0% | +24.0% | -49.0% | -30.2% |
| 6M | +23.6% | +21.0% | +2.6% | +14.9% |
| YTD | +49.2% | -16.7% | +65.9% | +52.7% |
| 1Y | +89.3% | -45.9% | +135.3% | +116.4% |
| 3Y | +274.4% | +177.8% | +96.5% | +167.8% |
| 5Y | +440.9% | -67.4% | +508.3% | +508.7% |
| All | +1,803.9% | +553.8% | +1,250.1% | +905.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling