+26.1%
KLAC vs SW
+4.3%
+21.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +6.7% |
| 7D | +5.7% | -5.1% | +10.8% | +8.3% |
| 30D | -3.6% | -4.6% | +1.0% | -1.7% |
| 3M | -12.8% | +9.4% | -22.2% | -18.2% |
| 6M | +26.1% | +3.5% | +22.5% | +20.6% |
| All | +26.1% | +4.3% | +21.8% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling