+28.2%
KLIC vs SPY
+82.3%
-54.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +2.4% |
| 7D | +5.5% | -0.8% | +6.3% | +6.9% |
| 30D | -9.5% | -1.1% | -8.4% | -7.9% |
| 3M | -22.8% | +3.9% | -26.7% | -26.9% |
| 6M | +32.0% | +13.6% | +18.4% | +9.8% |
| YTD | +90.0% | +12.7% | +77.3% | +60.4% |
| 1Y | +123.9% | +17.5% | +106.4% | +77.8% |
| 3Y | +85.5% | +76.9% | +8.6% | -19.2% |
| All | +28.2% | +82.3% | -54.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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