+150,137.3%
KLAC vs SU
+61,690.9%
+88,446.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +2.5% | +1.7% | +0.8% | +2.4% |
| 30D | -11.5% | +9.6% | -21.1% | -11.5% |
| 3M | -16.9% | +11.7% | -28.7% | -17.0% |
| 6M | +22.2% | +21.9% | +0.3% | +22.2% |
| YTD | +46.4% | +58.6% | -12.3% | +46.2% |
| 1Y | +91.0% | +66.5% | +24.5% | +90.8% |
| 3Y | +264.6% | +121.4% | +143.1% | +264.1% |
| 5Y | +430.6% | +355.7% | +74.9% | +429.3% |
| 10Y | +2,889.3% | +264.2% | +2,625.1% | +2,882.1% |
| All | +150,137.3% | +61,690.9% | +88,446.4% | +145,649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling