+2,970.8%
KLAC vs SWK
+3.3%
+2,967.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.8% |
| 7D | +5.7% | -0.4% | +6.2% | +6.0% |
| 30D | -3.6% | -5.7% | +2.1% | -0.5% |
| 3M | -12.8% | +24.1% | -36.9% | -22.3% |
| 6M | +26.1% | +24.7% | +1.3% | +11.7% |
| YTD | +53.3% | +33.9% | +19.4% | +30.0% |
| 1Y | +113.7% | +34.7% | +79.0% | +79.4% |
| 3Y | +274.9% | +15.3% | +259.6% | +224.1% |
| 5Y | +470.1% | -39.3% | +509.4% | +586.2% |
| All | +2,970.8% | +3.3% | +2,967.5% | +2,553.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling