+25,652.6%
KLAC vs SRE
+1,525.5%
+24,127.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.6% | +7.9% | +7.6% |
| 7D | +5.7% | -0.3% | +6.1% | +5.8% |
| 30D | -3.6% | -0.7% | -2.9% | -3.6% |
| 3M | -12.8% | -6.3% | -6.5% | -11.0% |
| 6M | +26.1% | -10.7% | +36.7% | +30.8% |
| YTD | +53.3% | -3.5% | +56.8% | +54.3% |
| 1Y | +113.7% | +5.3% | +108.4% | +107.8% |
| 3Y | +274.9% | +31.8% | +243.1% | +224.0% |
| 5Y | +470.1% | +47.4% | +422.8% | +366.7% |
| 10Y | +2,997.0% | +120.6% | +2,876.4% | +2,003.1% |
| All | +25,652.6% | +1,525.5% | +24,127.1% | +8,530.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling