+113.7%
KLAC vs SONY
-10.8%
+124.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.5% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | -3.6% | +9.4% | -13.1% | -4.8% |
| 3M | -12.8% | +10.5% | -23.3% | -13.3% |
| 6M | +26.1% | +11.7% | +14.4% | +23.8% |
| YTD | +53.3% | -4.1% | +57.4% | +60.3% |
| 1Y | +113.7% | -11.8% | +125.5% | +137.6% |
| All | +113.7% | -10.8% | +124.5% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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