+1,505.4%
KLAC vs SE
+363.8%
+1,141.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +10.0% | -0.5% | +10.5% | +10.1% |
| 30D | -14.8% | -20.9% | +6.1% | -9.4% |
| 3M | -27.2% | -38.9% | +11.7% | -17.4% |
| 6M | -17.5% | -19.4% | +2.0% | -14.2% |
| YTD | +25.8% | -40.9% | +66.7% | +40.6% |
| 1Y | +31.8% | -46.2% | +78.0% | +50.8% |
| 3Y | +195.3% | +63.7% | +131.6% | +143.3% |
| 5Y | +285.9% | -77.9% | +363.9% | +381.8% |
| All | +1,505.4% | +363.8% | +1,141.7% | +825.6% |
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