+31.9%
KLAC vs SW
+23.8%
+8.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +21.2% | -3.0% | +24.2% | +22.5% |
| 30D | -14.5% | +4.2% | -18.7% | -16.0% |
| 3M | -24.4% | -11.5% | -12.9% | -21.1% |
| 6M | -12.9% | +8.6% | -21.6% | -17.5% |
| YTD | +29.9% | +15.0% | +15.0% | +21.1% |
| 1Y | +31.9% | +25.7% | +6.2% | +19.9% |
| All | +31.9% | +23.8% | +8.1% | +19.9% |
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