+1,498.4%
KLAC vs SPOT
+269.3%
+1,229.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -3.8% |
| 7D | +10.0% | +1.6% | +8.4% | +9.5% |
| 30D | -14.8% | +16.9% | -31.7% | -19.3% |
| 3M | -27.2% | +23.0% | -50.1% | -32.8% |
| 6M | -17.5% | +42.2% | -59.6% | -28.7% |
| YTD | +25.8% | +5.5% | +20.3% | +17.6% |
| 1Y | +31.8% | -5.1% | +36.9% | +27.7% |
| 3Y | +195.3% | +257.9% | -62.6% | +70.0% |
| 5Y | +285.9% | +118.4% | +167.6% | +143.9% |
| All | +1,498.4% | +269.3% | +1,229.2% | +613.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling