+2,934.0%
KLAC vs SO
+162.4%
+2,771.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +6.2% | 0.0% | +6.1% | +6.2% |
| 30D | -5.0% | -2.5% | -2.5% | -4.2% |
| 3M | -14.4% | -4.2% | -10.2% | -13.6% |
| 6M | +28.3% | -7.7% | +36.0% | +30.7% |
| YTD | +51.1% | +3.8% | +47.3% | +46.9% |
| 1Y | +100.4% | +0.1% | +100.3% | +96.9% |
| 3Y | +276.3% | +44.2% | +232.1% | +200.8% |
| 5Y | +452.1% | +57.9% | +394.2% | +309.5% |
| All | +2,934.0% | +162.4% | +2,771.5% | +1,740.1% |
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