+433.3%
KLAC vs SHAK
-22.8%
+456.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.0% |
| 7D | -2.7% | -8.3% | +5.6% | -0.2% |
| 30D | -13.2% | -12.6% | -0.5% | -9.8% |
| 3M | -25.0% | +9.1% | -34.1% | -27.9% |
| 6M | +23.6% | -31.2% | +54.8% | +34.0% |
| YTD | +49.2% | -21.6% | +70.8% | +54.3% |
| 1Y | +89.3% | -38.8% | +128.1% | +110.7% |
| 3Y | +274.4% | +0.6% | +273.7% | +229.0% |
| All | +433.3% | -22.8% | +456.1% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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