+29.2%
KLAC vs SO
+6.4%
+22.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.1% | -0.1% | -1.9% | -2.2% |
| 30D | -21.8% | +8.7% | -30.5% | -17.2% |
| 3M | -20.5% | +3.4% | -23.9% | -18.3% |
| 6M | -18.0% | +3.7% | -21.7% | -15.9% |
| YTD | +26.4% | +10.0% | +16.3% | +29.3% |
| All | +29.2% | +6.4% | +22.7% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling