+26.2%
KLAC vs SW
+29.5%
-3.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.5% |
| 7D | -5.7% | +12.1% | -17.7% | -9.5% |
| 30D | -27.6% | +6.6% | -34.1% | -29.4% |
| 3M | -23.3% | -6.0% | -17.3% | -21.8% |
| 6M | -12.4% | +21.5% | -33.8% | -20.2% |
| YTD | +23.7% | +20.3% | +3.4% | +13.9% |
| 1Y | +26.2% | +28.1% | -2.0% | +14.5% |
| All | +26.2% | +29.5% | -3.3% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling