+166.5%
KLAC vs SW
+40.4%
+126.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -1.5% | -11.8% | -12.9% |
| 7D | -22.5% | +4.7% | -27.1% | -23.6% |
| 30D | -34.3% | +5.0% | -39.3% | -35.4% |
| 3M | -32.6% | -7.3% | -25.3% | -31.2% |
| 6M | -24.9% | +15.0% | -39.9% | -29.0% |
| YTD | +7.2% | +18.5% | -11.3% | 0.0% |
| 1Y | +6.3% | +27.1% | -20.8% | -3.0% |
| All | +166.5% | +40.4% | +126.1% | +157.3% |
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 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