+1,847.7%
KLAC vs SPOT
+227.0%
+1,620.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.2% | +10.5% | +8.3% |
| 7D | +5.7% | -0.9% | +6.7% | +5.9% |
| 30D | -3.6% | +12.5% | -16.1% | -7.7% |
| 3M | -12.8% | +9.9% | -22.7% | -16.8% |
| 6M | +26.1% | +1.6% | +24.5% | +21.7% |
| YTD | +53.3% | -6.6% | +59.9% | +50.6% |
| 1Y | +113.7% | -22.9% | +136.6% | +123.8% |
| 3Y | +274.9% | +244.3% | +30.6% | +119.2% |
| 5Y | +470.1% | +117.8% | +352.3% | +261.7% |
| All | +1,847.7% | +227.0% | +1,620.7% | +813.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling