+2,838.9%
KLAC vs SHW
+281.7%
+2,557.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.5% |
| 7D | +2.5% | -4.5% | +6.9% | +5.3% |
| 30D | -11.5% | -12.7% | +1.2% | -4.1% |
| 3M | -16.9% | +4.7% | -21.6% | -20.3% |
| 6M | +22.2% | -3.4% | +25.7% | +22.9% |
| YTD | +46.4% | -1.3% | +47.7% | +45.1% |
| 1Y | +91.0% | -10.4% | +101.4% | +99.6% |
| 3Y | +264.6% | +20.1% | +244.5% | +212.2% |
| 5Y | +430.6% | +10.5% | +420.1% | +366.4% |
| All | +2,838.9% | +281.7% | +2,557.3% | +1,292.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling