+227.0%
KLAC vs SW
-1.6%
+228.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -1.5% | -11.8% | -13.0% |
| 7D | -22.5% | +4.7% | -27.1% | -23.3% |
| 30D | -34.3% | +5.0% | -39.3% | -35.1% |
| 3M | -32.6% | -7.3% | -25.3% | -31.6% |
| 6M | -24.9% | +15.0% | -39.9% | -27.7% |
| YTD | +7.2% | +18.5% | -11.3% | +2.4% |
| 1Y | +6.3% | +27.1% | -20.8% | 0.0% |
| 3Y | +166.1% | +49.3% | +116.7% | +144.6% |
| 5Y | +227.0% | -1.6% | +228.6% | +211.2% |
| All | +227.0% | -1.6% | +228.6% | +211.2% |
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