+2,896.3%
KLAC vs SRE
+122.3%
+2,774.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.7% | +2.3% |
| 7D | -2.7% | -0.8% | -1.8% | -2.3% |
| 30D | -13.2% | -3.0% | -10.2% | -12.3% |
| 3M | -25.0% | -8.3% | -16.7% | -22.7% |
| 6M | +23.6% | -8.9% | +32.5% | +27.3% |
| YTD | +49.2% | -4.3% | +53.5% | +50.7% |
| 1Y | +89.3% | +2.7% | +86.6% | +85.7% |
| 3Y | +274.4% | +28.7% | +245.7% | +221.3% |
| 5Y | +440.9% | +47.1% | +393.8% | +330.5% |
| All | +2,896.3% | +122.3% | +2,774.0% | +1,959.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling