+89.3%
KLAC vs SONY
-16.9%
+106.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.8% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | -13.2% | +1.5% | -14.7% | -13.5% |
| 3M | -25.0% | +13.0% | -38.0% | -26.9% |
| 6M | +23.6% | +11.2% | +12.4% | +20.3% |
| YTD | +49.2% | -6.6% | +55.9% | +57.1% |
| 1Y | +89.3% | -18.1% | +107.4% | +113.5% |
| All | +89.3% | -16.9% | +106.3% | +113.5% |
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