+109.0%
KLAC vs SWKS
+3.4%
+105.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.0% |
| 7D | +10.6% | +11.8% | -1.2% | +5.1% |
| 30D | -4.5% | +6.7% | -11.2% | -7.3% |
| 3M | -10.3% | 0.0% | -10.3% | -10.7% |
| 6M | +40.9% | +38.7% | +2.2% | +23.9% |
| YTD | +56.1% | +21.4% | +34.8% | +45.3% |
| 1Y | +109.0% | +2.9% | +106.1% | +111.0% |
| All | +109.0% | +3.4% | +105.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling