+309.5%
KLAC vs SWK
-26.0%
+335.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.6% |
| 7D | +7.5% | -2.3% | +9.8% | +8.9% |
| 30D | -15.3% | +30.4% | -45.7% | -26.4% |
| 3M | -19.6% | +12.1% | -31.7% | -24.8% |
| 6M | -12.5% | +49.1% | -61.6% | -28.6% |
| YTD | +33.0% | +60.4% | -27.4% | +3.9% |
| 1Y | +35.9% | +78.3% | -42.4% | +0.8% |
| 3Y | +208.6% | +53.3% | +155.3% | +133.1% |
| 5Y | +309.5% | -27.0% | +336.4% | +339.4% |
| All | +309.5% | -26.0% | +335.5% | +339.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling