+113.7%
KLAC vs SPXS
-40.2%
+153.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +8.5% |
| 7D | +5.7% | -0.1% | +5.8% | +5.6% |
| 30D | -3.6% | +0.8% | -4.5% | -2.7% |
| 3M | -12.8% | -4.7% | -8.1% | -13.4% |
| 6M | +26.1% | -29.6% | +55.7% | +1.9% |
| YTD | +53.3% | -29.8% | +83.1% | +26.2% |
| 1Y | +113.7% | -38.9% | +152.6% | +64.1% |
| All | +113.7% | -40.2% | +153.9% | +64.1% |
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