+270.8%
KLAC vs SW
+19.6%
+251.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +6.9% |
| 7D | +5.7% | -5.1% | +10.8% | +7.5% |
| 30D | -3.6% | -4.6% | +1.0% | -2.3% |
| 3M | -12.8% | +9.4% | -22.2% | -15.8% |
| 6M | +26.1% | +3.5% | +22.5% | +23.3% |
| YTD | +53.3% | +22.0% | +31.3% | +42.6% |
| 1Y | +113.7% | +2.2% | +111.5% | +108.0% |
| All | +270.8% | +19.6% | +251.2% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling