+452.1%
KLAC vs SHOP
-15.0%
+467.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.2% | -1.7% |
| 7D | +6.2% | -10.6% | +16.8% | +9.4% |
| 30D | -5.0% | -18.3% | +13.3% | +0.3% |
| 3M | -14.4% | +14.8% | -29.2% | -19.8% |
| 6M | +28.3% | -5.0% | +33.3% | +25.2% |
| YTD | +51.1% | -21.2% | +72.3% | +55.5% |
| 1Y | +100.4% | -11.6% | +112.0% | +98.1% |
| 3Y | +276.3% | +101.2% | +175.1% | +170.4% |
| 5Y | +452.1% | -15.7% | +467.8% | +374.5% |
| All | +452.1% | -15.0% | +467.0% | +374.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling