+157,277.0%
KLAC vs SO
+5,976.4%
+151,300.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.1% | +7.5% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | -3.6% | -4.6% | +1.0% | -2.4% |
| 3M | -12.8% | -3.0% | -9.8% | -12.5% |
| 6M | +26.1% | -8.3% | +34.3% | +28.1% |
| YTD | +53.3% | +3.5% | +49.8% | +50.5% |
| 1Y | +113.7% | -0.9% | +114.6% | +111.8% |
| 3Y | +274.9% | +45.4% | +229.5% | +224.6% |
| 5Y | +470.1% | +59.6% | +410.5% | +374.6% |
| 10Y | +2,997.0% | +156.6% | +2,840.4% | +2,148.3% |
| All | +157,277.0% | +5,976.4% | +151,300.6% | +68,142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling