+1,759.3%
KLAC vs SPOT
+214.5%
+1,544.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +2.5% | -6.9% | +9.3% | +4.6% |
| 30D | -11.5% | +4.1% | -15.7% | -13.1% |
| 3M | -16.9% | +3.7% | -20.6% | -19.3% |
| 6M | +22.2% | -1.6% | +23.8% | +19.4% |
| YTD | +46.4% | -10.2% | +56.5% | +45.4% |
| 1Y | +91.0% | -25.9% | +116.9% | +102.4% |
| 3Y | +264.6% | +235.6% | +29.0% | +114.6% |
| 5Y | +430.6% | +110.6% | +320.0% | +240.1% |
| All | +1,759.3% | +214.5% | +1,544.8% | +782.3% |
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