+252.2%
KLAC vs SW
-2.6%
+254.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +6.9% |
| 7D | -12.3% | +2.3% | -14.6% | -12.8% |
| 30D | -29.6% | +6.8% | -36.4% | -30.8% |
| 3M | -28.2% | -5.2% | -23.0% | -27.6% |
| 6M | -23.6% | +7.4% | -31.0% | -25.3% |
| YTD | +14.4% | +17.4% | -3.0% | +9.4% |
| 1Y | +15.4% | +27.1% | -11.7% | +8.5% |
| 3Y | +184.3% | +47.9% | +136.4% | +161.9% |
| All | +252.2% | -2.6% | +254.7% | +235.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling