+21,925.2%
KLAC vs SPXS
-100.0%
+22,025.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -2.5% |
| 7D | +6.2% | +1.2% | +4.9% | +6.8% |
| 30D | -5.0% | +5.2% | -10.2% | -2.5% |
| 3M | -14.4% | -9.2% | -5.2% | -16.2% |
| 6M | +28.3% | -29.6% | +57.9% | +13.9% |
| YTD | +51.1% | -27.6% | +78.7% | +37.9% |
| 1Y | +100.4% | -36.7% | +137.1% | +75.0% |
| 3Y | +276.3% | -79.8% | +356.2% | +133.0% |
| 5Y | +452.1% | -85.9% | +537.9% | +275.4% |
| 10Y | +2,986.0% | -99.5% | +3,085.5% | +724.1% |
| All | +21,925.2% | -100.0% | +22,025.2% | +1,296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling