+26.2%
KLAC vs SPXS
-30.2%
+56.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -8.6% |
| 7D | -5.7% | +2.2% | -7.8% | -3.5% |
| 30D | -27.6% | +3.8% | -31.4% | -24.4% |
| 3M | -23.3% | +3.3% | -26.6% | -19.5% |
| 6M | -12.4% | -16.7% | +4.3% | -20.2% |
| YTD | +23.7% | -28.5% | +52.3% | +5.6% |
| 1Y | +26.2% | -30.4% | +56.6% | +7.0% |
| All | +26.2% | -30.2% | +56.4% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling