+489.1%
KLAC vs SO
+61.3%
+427.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.9% |
| 7D | +10.6% | +1.0% | +9.6% | +10.7% |
| 30D | -4.5% | -3.2% | -1.3% | -4.9% |
| 3M | -10.3% | -1.7% | -8.5% | -10.5% |
| 6M | +40.9% | -7.2% | +48.1% | +40.1% |
| YTD | +56.1% | +4.6% | +51.5% | +56.0% |
| 1Y | +109.0% | +1.2% | +107.8% | +108.4% |
| 3Y | +288.8% | +45.3% | +243.6% | +267.4% |
| 5Y | +489.1% | +58.7% | +430.4% | +457.8% |
| All | +489.1% | +61.3% | +427.8% | +457.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling