+2,896.3%
KLAC vs SU
+267.2%
+2,629.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.7% | +2.2% | -4.9% | -3.4% |
| 30D | -13.2% | +8.4% | -21.6% | -15.5% |
| 3M | -25.0% | +12.1% | -37.1% | -28.2% |
| 6M | +23.6% | +19.7% | +3.9% | +14.8% |
| YTD | +49.2% | +58.4% | -9.2% | +26.3% |
| 1Y | +89.3% | +67.2% | +22.1% | +57.0% |
| 3Y | +274.4% | +125.0% | +149.3% | +178.3% |
| 5Y | +440.9% | +355.1% | +85.9% | +211.3% |
| All | +2,896.3% | +267.2% | +2,629.1% | +1,740.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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