+423.1%
KLAC vs SYK
+3.4%
+419.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -2.3% |
| 7D | +2.5% | -12.3% | +14.8% | +8.0% |
| 30D | -11.5% | -22.4% | +10.9% | -1.7% |
| 3M | -16.9% | -12.3% | -4.6% | -15.4% |
| 6M | +22.2% | -24.3% | +46.5% | +35.2% |
| YTD | +46.4% | -22.8% | +69.1% | +58.6% |
| 1Y | +91.0% | -28.8% | +119.8% | +117.3% |
| 3Y | +264.6% | -4.0% | +268.5% | +230.7% |
| All | +423.1% | +3.4% | +419.7% | +332.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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