+288.8%
KLAC vs SE
+194.4%
+94.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.6% |
| 7D | +10.6% | +0.6% | +10.0% | +10.4% |
| 30D | -4.5% | -0.1% | -4.4% | -4.9% |
| 3M | -10.3% | +34.1% | -44.4% | -18.1% |
| 6M | +40.9% | +23.2% | +17.7% | +30.4% |
| YTD | +56.1% | -11.2% | +67.3% | +58.9% |
| 1Y | +109.0% | -40.5% | +149.6% | +137.5% |
| 3Y | +288.8% | +196.3% | +92.5% | +212.8% |
| All | +288.8% | +194.4% | +94.5% | +212.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling