+195.3%
KLAC vs SHW
+41.3%
+154.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +10.0% | +1.9% | +8.1% | +9.2% |
| 30D | -14.8% | +8.1% | -22.9% | -18.0% |
| 3M | -27.2% | -2.8% | -24.4% | -26.4% |
| 6M | -17.5% | +15.0% | -32.5% | -24.4% |
| YTD | +25.8% | +9.0% | +16.8% | +18.7% |
| 1Y | +31.8% | +4.5% | +27.3% | +27.2% |
| 3Y | +195.3% | +41.9% | +153.4% | +127.6% |
| All | +195.3% | +41.3% | +154.0% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling