+195.3%
KLAC vs SPY
+78.1%
+117.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.4% |
| 7D | +10.0% | +2.6% | +7.4% | +4.6% |
| 30D | -14.8% | -2.0% | -12.8% | -10.1% |
| 3M | -27.2% | -2.8% | -24.4% | -21.8% |
| 6M | -17.5% | +2.1% | -19.6% | -18.2% |
| YTD | +25.8% | +11.5% | +14.3% | +6.8% |
| 1Y | +31.8% | +13.5% | +18.4% | +8.6% |
| 3Y | +195.3% | +77.7% | +117.6% | +4.0% |
| All | +195.3% | +78.1% | +117.2% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling