+22.2%
KLAC vs SU
+21.7%
+0.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.2% |
| 7D | +2.5% | +1.7% | +0.8% | +3.1% |
| 30D | -11.5% | +9.6% | -21.1% | -8.6% |
| 3M | -16.9% | +11.7% | -28.7% | -11.4% |
| 6M | +22.2% | +21.9% | +0.3% | +44.5% |
| All | +22.2% | +21.7% | +0.5% | +44.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling