-32.6%
KLAC vs SW
-7.4%
-25.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -1.5% | -11.8% | -13.2% |
| 7D | -22.5% | +4.7% | -27.1% | -22.5% |
| 30D | -34.3% | +5.0% | -39.3% | -34.5% |
| 3M | -32.6% | -7.3% | -25.3% | -30.9% |
| All | -32.6% | -7.4% | -25.2% | -30.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling