+4,509.5%
KLIC vs SPY
+3,059.5%
+1,450.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.6% |
| 7D | +6.1% | -0.4% | +6.5% | +6.7% |
| 30D | -3.1% | -1.4% | -1.8% | -0.9% |
| 3M | -18.2% | +3.7% | -21.9% | -22.3% |
| 6M | +28.6% | +13.0% | +15.6% | +7.3% |
| YTD | +84.8% | +12.4% | +72.4% | +55.9% |
| 1Y | +123.9% | +18.5% | +105.4% | +73.7% |
| 3Y | +78.1% | +77.6% | +0.5% | -27.0% |
| 5Y | +23.6% | +81.7% | -58.1% | -49.8% |
| 10Y | +698.3% | +319.7% | +378.6% | -17.9% |
| All | +4,509.5% | +3,059.5% | +1,450.0% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling