+113,211.4%
KLAC vs SPY
+3,091.8%
+110,119.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -12.8% | +2.0% | -14.8% | -13.9% |
| 6M | +26.1% | +13.0% | +13.0% | +7.7% |
| YTD | +53.3% | +13.5% | +39.8% | +30.9% |
| 1Y | +113.7% | +20.0% | +93.7% | +69.6% |
| 3Y | +274.9% | +77.2% | +197.7% | +75.7% |
| 5Y | +470.1% | +81.9% | +388.3% | +169.3% |
| 10Y | +2,997.0% | +314.1% | +2,683.0% | +387.8% |
| All | +113,211.4% | +3,091.8% | +110,119.6% | +788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling