+433.3%
KLAC vs SYY
+23.4%
+409.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | -2.7% | +3.9% | -6.6% | -4.3% |
| 30D | -13.2% | -1.7% | -11.4% | -12.6% |
| 3M | -25.0% | +5.2% | -30.2% | -27.2% |
| 6M | +23.6% | -0.2% | +23.8% | +22.0% |
| YTD | +49.2% | +15.4% | +33.8% | +37.6% |
| 1Y | +89.3% | +5.6% | +83.7% | +81.4% |
| 3Y | +274.4% | +28.9% | +245.5% | +210.2% |
| All | +433.3% | +23.4% | +409.9% | +367.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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