+136,426.1%
KLAC vs SO
+6,371.5%
+130,054.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.2% |
| 7D | +7.5% | +0.8% | +6.7% | +7.3% |
| 30D | -15.3% | +7.8% | -23.1% | -17.2% |
| 3M | -19.6% | +2.9% | -22.5% | -20.4% |
| 6M | -12.5% | +2.5% | -15.0% | -13.7% |
| YTD | +33.0% | +10.3% | +22.7% | +28.1% |
| 1Y | +35.9% | +6.4% | +29.6% | +32.1% |
| 3Y | +208.6% | +52.8% | +155.8% | +163.6% |
| 5Y | +309.5% | +78.7% | +230.8% | +229.5% |
| 10Y | +2,381.5% | +196.3% | +2,185.2% | +1,636.3% |
| All | +136,426.1% | +6,371.5% | +130,054.6% | +57,978.9% |
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