+3,590.5%
KLAC vs SHAK
+34.1%
+3,556.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.5% |
| 7D | +6.2% | -7.2% | +13.4% | +8.2% |
| 30D | -5.0% | -11.8% | +6.8% | -2.0% |
| 3M | -14.4% | +17.2% | -31.6% | -18.7% |
| 6M | +28.3% | -34.1% | +62.4% | +38.9% |
| YTD | +51.1% | -22.4% | +73.5% | +56.1% |
| 1Y | +100.4% | -35.9% | +136.3% | +116.6% |
| 3Y | +276.3% | -3.4% | +279.7% | +249.3% |
| 5Y | +452.1% | -25.4% | +477.5% | +421.6% |
| 10Y | +2,986.0% | +83.4% | +2,902.5% | +2,171.0% |
| All | +3,590.5% | +34.1% | +3,556.5% | +2,543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling