+91.0%
KLAC vs SHW
-10.7%
+101.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.8% |
| 7D | +2.5% | -4.5% | +6.9% | +3.9% |
| 30D | -11.5% | -12.7% | +1.2% | -7.8% |
| 3M | -16.9% | +4.7% | -21.6% | -19.5% |
| 6M | +22.2% | -3.4% | +25.7% | +22.7% |
| YTD | +46.4% | -1.3% | +47.7% | +48.1% |
| 1Y | +91.0% | -10.4% | +101.4% | +89.6% |
| All | +91.0% | -10.7% | +101.7% | +89.6% |
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 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