+470.0%
KLAC vs SW
-2.3%
+472.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +7.0% |
| 7D | +5.7% | -5.1% | +10.8% | +7.0% |
| 30D | -3.6% | -4.6% | +1.0% | -2.6% |
| 3M | -12.8% | +9.4% | -22.2% | -14.9% |
| 6M | +26.1% | +3.5% | +22.5% | +24.3% |
| YTD | +53.3% | +22.0% | +31.3% | +45.8% |
| 1Y | +113.7% | +2.2% | +111.5% | +109.7% |
| 3Y | +274.9% | +19.6% | +255.3% | +254.5% |
| All | +470.0% | -2.3% | +472.4% | +450.1% |
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