+113.7%
KLAC vs SPY
+20.8%
+92.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +8.4% |
| 7D | +5.7% | +0.1% | +5.6% | +5.3% |
| 30D | -3.6% | +0.1% | -3.7% | -3.9% |
| 3M | -12.8% | +2.0% | -14.8% | -16.5% |
| 6M | +26.1% | +13.0% | +13.0% | -4.6% |
| YTD | +53.3% | +13.5% | +39.8% | +15.7% |
| 1Y | +113.7% | +20.0% | +93.7% | +44.0% |
| All | +113.7% | +20.8% | +92.8% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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