+279.1%
KLAC vs SHW
+21.1%
+258.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | +6.2% | -3.2% | +9.4% | +7.9% |
| 30D | -5.0% | -11.4% | +6.4% | +0.8% |
| 3M | -14.4% | +3.5% | -17.9% | -17.1% |
| 6M | +28.3% | -3.4% | +31.7% | +29.0% |
| YTD | +51.1% | -0.3% | +51.4% | +49.2% |
| 1Y | +100.4% | -10.4% | +110.8% | +109.4% |
| All | +279.1% | +21.1% | +258.0% | +235.1% |
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