+309.5%
KLAC vs SE
-78.1%
+387.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.7% | +8.9% | +6.1% |
| 7D | +7.5% | -7.7% | +15.2% | +9.8% |
| 30D | -15.3% | -22.8% | +7.5% | -9.8% |
| 3M | -19.6% | -43.7% | +24.1% | -7.9% |
| 6M | -12.5% | -12.8% | +0.3% | -11.5% |
| YTD | +33.0% | -42.0% | +75.0% | +48.4% |
| 1Y | +35.9% | -48.0% | +83.9% | +55.7% |
| 3Y | +208.6% | +62.7% | +146.0% | +162.0% |
| 5Y | +309.5% | -77.8% | +387.3% | +359.3% |
| All | +309.5% | -78.1% | +387.6% | +359.3% |
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 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