+154,996.0%
KLAC vs SYY
+4,545.1%
+150,450.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.0% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -5.0% | -2.7% | -2.3% | -4.1% |
| 3M | -14.4% | +5.9% | -20.3% | -16.8% |
| 6M | +28.3% | -2.3% | +30.6% | +28.0% |
| YTD | +51.1% | +13.1% | +38.0% | +42.4% |
| 1Y | +100.4% | +3.8% | +96.6% | +94.5% |
| 3Y | +276.3% | +26.7% | +249.6% | +232.5% |
| 5Y | +452.1% | +19.4% | +432.6% | +400.0% |
| 10Y | +2,986.0% | +112.0% | +2,874.0% | +1,984.6% |
| All | +154,996.0% | +4,545.1% | +150,450.9% | +32,955.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling