+113.7%
KLAC vs SHOP
+3.0%
+110.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.9% | +7.4% |
| 7D | +5.7% | -5.1% | +10.8% | +6.4% |
| 30D | -3.6% | +0.6% | -4.2% | -3.8% |
| 3M | -12.8% | +25.0% | -37.8% | -16.3% |
| 6M | +26.1% | +11.9% | +14.1% | +23.5% |
| YTD | +53.3% | -9.9% | +63.2% | +66.8% |
| 1Y | +113.7% | 0.0% | +113.7% | +127.8% |
| All | +113.7% | +3.0% | +110.7% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 1y: compounded portfolio wealth divided by compounded SHOP 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…
1y analysis · Full analysis span regression · 6 months rolling