+160,143.0%
KLAC vs SONY
+516.6%
+159,626.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +3.8% |
| 7D | +10.6% | -5.2% | +15.7% | +13.2% |
| 30D | -4.5% | +0.3% | -4.8% | -5.1% |
| 3M | -10.3% | +6.2% | -16.5% | -14.5% |
| 6M | +40.9% | +9.5% | +31.3% | +31.7% |
| YTD | +56.1% | -8.1% | +64.2% | +58.6% |
| 1Y | +109.0% | -17.9% | +127.0% | +123.4% |
| 3Y | +288.8% | +41.5% | +247.3% | +214.3% |
| 5Y | +489.1% | +11.8% | +477.3% | +436.5% |
| 10Y | +3,041.8% | +275.4% | +2,766.4% | +1,532.3% |
| All | +160,143.0% | +516.6% | +159,626.4% | +63,659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling