+286.1%
KLAC vs SWKS
-37.3%
+323.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +10.0% | +9.4% | +0.6% | +4.1% |
| 30D | -14.8% | +17.0% | -31.8% | -22.3% |
| 3M | -27.2% | +28.9% | -56.1% | -39.5% |
| 6M | -17.5% | +33.1% | -50.6% | -32.9% |
| YTD | +25.8% | +44.8% | -19.0% | -6.8% |
| 1Y | +31.8% | +36.2% | -4.4% | +1.7% |
| 3Y | +195.3% | +11.5% | +183.8% | +137.0% |
| All | +286.1% | -37.3% | +323.4% | +408.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling