+5,621.7%
KLAC vs SW
+730.4%
+4,891.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -1.5% | -11.8% | -13.2% |
| 7D | -22.5% | +4.7% | -27.1% | -22.8% |
| 30D | -34.3% | +5.0% | -39.3% | -34.6% |
| 3M | -32.6% | -7.3% | -25.3% | -32.2% |
| 6M | -24.9% | +15.0% | -39.9% | -26.0% |
| YTD | +7.2% | +18.5% | -11.3% | +5.3% |
| 1Y | +6.3% | +27.1% | -20.8% | +3.8% |
| 3Y | +166.1% | +49.3% | +116.7% | +157.0% |
| 5Y | +227.0% | -1.6% | +228.6% | +218.8% |
| 10Y | +1,940.3% | +185.4% | +1,755.0% | +1,793.5% |
| All | +5,621.7% | +730.4% | +4,891.3% | +5,233.3% |
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