+205.0%
KLAC vs SWKS
+11.4%
+193.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.6% |
| 7D | +21.2% | +10.9% | +10.3% | +15.3% |
| 30D | -14.5% | +17.6% | -32.1% | -20.8% |
| 3M | -24.4% | +29.2% | -53.6% | -34.8% |
| 6M | -12.9% | +37.0% | -49.9% | -26.8% |
| YTD | +29.9% | +44.9% | -15.0% | +3.2% |
| 1Y | +31.9% | +33.8% | -1.9% | +9.5% |
| All | +205.0% | +11.4% | +193.6% | +144.6% |
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