+8,081.4%
KLAC vs SW
+755.0%
+7,326.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.1% | +7.2% |
| 7D | +5.7% | -5.1% | +10.8% | +6.3% |
| 30D | -3.6% | -4.6% | +1.0% | -3.2% |
| 3M | -12.8% | +9.4% | -22.2% | -13.6% |
| 6M | +26.1% | +3.5% | +22.5% | +25.4% |
| YTD | +53.3% | +22.0% | +31.3% | +50.3% |
| 1Y | +113.7% | +2.2% | +111.5% | +112.3% |
| 3Y | +274.9% | +19.6% | +255.3% | +266.6% |
| 5Y | +470.1% | -2.3% | +472.5% | +455.7% |
| 10Y | +2,997.0% | +181.4% | +2,815.7% | +2,770.4% |
| All | +8,081.4% | +755.0% | +7,326.4% | +7,513.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling