+2,001.8%
KLAC vs SEI
+647.2%
+1,354.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -9.0% | -4.5% |
| 7D | +6.2% | +28.2% | -22.1% | 0.0% |
| 30D | -5.0% | +15.5% | -20.5% | -8.6% |
| 3M | -14.4% | -1.4% | -13.0% | -14.4% |
| 6M | +28.3% | +37.4% | -9.1% | +19.3% |
| YTD | +51.1% | +47.8% | +3.3% | +38.0% |
| 1Y | +100.4% | +174.3% | -73.9% | +60.8% |
| 3Y | +276.3% | +598.5% | -322.1% | +124.0% |
| 5Y | +452.1% | +1,026.2% | -574.2% | +173.5% |
| All | +2,001.8% | +647.2% | +1,354.7% | +890.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 all: compounded portfolio wealth divided by compounded SEI 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…
all analysis · Full analysis span regression · 6 months rolling