+184.3%
KLAC vs SWK
+46.0%
+138.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +6.9% |
| 7D | -12.3% | +11.0% | -23.3% | -17.1% |
| 30D | -29.6% | +30.1% | -59.7% | -38.7% |
| 3M | -28.2% | +14.7% | -42.9% | -33.5% |
| 6M | -23.6% | +44.5% | -68.1% | -36.5% |
| YTD | +14.4% | +59.4% | -45.0% | -10.0% |
| 1Y | +15.4% | +77.5% | -62.1% | -13.7% |
| 3Y | +184.3% | +49.5% | +134.8% | +118.8% |
| All | +184.3% | +46.0% | +138.3% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling