+2,247.0%
KLAC vs SO
+197.2%
+2,049.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | +10.0% | +1.4% | +8.6% | +9.5% |
| 30D | -14.8% | +4.7% | -19.5% | -16.3% |
| 3M | -27.2% | +1.7% | -28.9% | -27.8% |
| 6M | -17.5% | +2.2% | -19.6% | -18.8% |
| YTD | +25.8% | +10.0% | +15.9% | +19.6% |
| 1Y | +31.8% | +6.0% | +25.8% | +27.0% |
| 3Y | +195.3% | +54.1% | +141.2% | +129.8% |
| 5Y | +285.9% | +79.6% | +206.3% | +167.8% |
| All | +2,247.0% | +197.2% | +2,049.8% | +1,246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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