+252.2%
KLAC vs SWKS
-42.6%
+294.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.0% |
| 7D | -12.3% | -6.2% | -6.1% | -8.6% |
| 30D | -29.6% | -1.5% | -28.2% | -29.0% |
| 3M | -28.2% | +23.0% | -51.2% | -38.7% |
| 6M | -23.6% | +27.6% | -51.2% | -36.5% |
| YTD | +14.4% | +32.3% | -17.9% | -10.5% |
| 1Y | +15.4% | +20.1% | -4.7% | -3.6% |
| 3Y | +184.3% | +0.6% | +183.7% | +143.6% |
| All | +252.2% | -42.6% | +294.8% | +402.3% |
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