+452.1%
KLAC vs SE
-66.7%
+518.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.2% |
| 7D | +6.2% | -3.6% | +9.8% | +7.1% |
| 30D | -5.0% | -5.3% | +0.3% | -4.1% |
| 3M | -14.4% | +28.1% | -42.5% | -20.5% |
| 6M | +28.3% | +20.7% | +7.6% | +19.9% |
| YTD | +51.1% | -14.8% | +65.9% | +53.8% |
| 1Y | +100.4% | -43.6% | +144.0% | +125.4% |
| 3Y | +276.3% | +184.2% | +92.1% | +177.9% |
| 5Y | +452.1% | -66.3% | +518.4% | +497.7% |
| All | +452.1% | -66.7% | +518.8% | +497.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling