+270.8%
KLAC vs SWKS
-25.5%
+296.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +5.5% |
| 7D | +5.7% | +12.5% | -6.8% | -0.7% |
| 30D | -3.6% | +10.5% | -14.1% | -8.7% |
| 3M | -12.8% | -7.4% | -5.4% | -9.1% |
| 6M | +26.1% | +32.7% | -6.6% | +6.8% |
| YTD | +53.3% | +19.2% | +34.2% | +36.4% |
| 1Y | +113.7% | +2.4% | +111.3% | +105.8% |
| All | +270.8% | -25.5% | +296.3% | +290.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling