+26.2%
KLAC vs SHW
+7.3%
+18.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.6% | -10.7% | -5.4% |
| 7D | -5.7% | +13.3% | -19.0% | -8.6% |
| 30D | -27.6% | +14.1% | -41.7% | -30.4% |
| 3M | -23.3% | +0.8% | -24.0% | -22.9% |
| 6M | -12.4% | +17.6% | -30.0% | -18.6% |
| YTD | +23.7% | +13.0% | +10.8% | +18.2% |
| 1Y | +26.2% | +7.0% | +19.2% | +22.5% |
| All | +26.2% | +7.3% | +18.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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