+274.4%
KLAC vs SONY
+42.2%
+232.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.3% | +1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | -13.2% | +1.5% | -14.7% | -14.0% |
| 3M | -25.0% | +13.0% | -38.0% | -29.8% |
| 6M | +23.6% | +11.2% | +12.4% | +16.0% |
| YTD | +49.2% | -6.6% | +55.9% | +52.7% |
| 1Y | +89.3% | -18.1% | +107.4% | +106.6% |
| 3Y | +274.4% | +42.1% | +232.3% | +198.2% |
| All | +274.4% | +42.2% | +232.1% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling