+25.0%
KLAC vs SW
+26.3%
-1.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.2% |
| 7D | -1.1% | +1.8% | -3.0% | -1.8% |
| 30D | -22.6% | +7.0% | -29.6% | -24.7% |
| 3M | -23.5% | -7.6% | -15.9% | -21.5% |
| 6M | -18.8% | +8.5% | -27.4% | -23.0% |
| YTD | +25.0% | +17.7% | +7.4% | +15.8% |
| All | +25.0% | +26.3% | -1.3% | +13.3% |
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