+3,733.0%
KLAC vs SHOP
+8,434.7%
-4,701.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.9% | +7.5% |
| 7D | +5.7% | -5.1% | +10.8% | +7.2% |
| 30D | -3.6% | +0.6% | -4.2% | -4.0% |
| 3M | -12.8% | +25.0% | -37.8% | -19.4% |
| 6M | +26.1% | +11.9% | +14.1% | +18.1% |
| YTD | +53.3% | -9.9% | +63.2% | +51.8% |
| 1Y | +113.7% | 0.0% | +113.7% | +104.9% |
| 3Y | +274.9% | +117.5% | +157.4% | +174.8% |
| 5Y | +470.1% | -6.6% | +476.8% | +362.5% |
| 10Y | +2,997.0% | +3,320.3% | -323.3% | +1,280.2% |
| All | +3,733.0% | +8,434.7% | -4,701.7% | +1,579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling