+2,896.3%
KLAC vs SHOP
+3,113.3%
-217.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.4% |
| 7D | -2.7% | -11.2% | +8.6% | +0.8% |
| 30D | -13.2% | -14.4% | +1.2% | -9.2% |
| 3M | -25.0% | +16.6% | -41.6% | -30.4% |
| 6M | +23.6% | -0.6% | +24.2% | +18.5% |
| YTD | +49.2% | -20.0% | +69.2% | +52.6% |
| 1Y | +89.3% | -11.2% | +100.5% | +86.2% |
| 3Y | +274.4% | +99.5% | +174.9% | +162.8% |
| 5Y | +440.9% | -13.2% | +454.2% | +339.3% |
| All | +2,896.3% | +3,113.3% | -217.0% | +723.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling