+288.8%
KLAC vs SHOP
+108.4%
+180.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.6% | +9.4% | +3.7% |
| 7D | +10.6% | -4.1% | +14.7% | +11.6% |
| 30D | -4.5% | -11.5% | +7.0% | -1.8% |
| 3M | -10.3% | +21.1% | -31.3% | -16.7% |
| 6M | +40.9% | +3.0% | +37.9% | +35.2% |
| YTD | +56.1% | -16.7% | +72.8% | +59.8% |
| 1Y | +109.0% | -8.3% | +117.3% | +106.5% |
| 3Y | +288.8% | +112.8% | +176.0% | +190.1% |
| All | +288.8% | +108.4% | +180.4% | +190.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling