+64.8%
KLAC vs SOLS
+22.7%
+42.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.6% | +1.3% |
| 7D | +10.6% | +4.5% | +6.0% | +8.5% |
| 30D | -4.5% | +6.0% | -10.5% | -7.1% |
| 3M | -10.3% | -19.7% | +9.4% | -1.3% |
| 6M | +40.9% | -10.4% | +51.3% | +49.7% |
| YTD | +56.1% | +33.3% | +22.9% | +54.2% |
| All | +64.8% | +22.7% | +42.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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