+1,537.1%
SOXX vs KLAC
+2,966.2%
-1,429.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +0.5% |
| 7D | +1.4% | -2.7% | +4.1% | +3.3% |
| 30D | -3.6% | -13.2% | +9.6% | +6.2% |
| 3M | -10.2% | -25.0% | +14.9% | +7.5% |
| 6M | +54.2% | +23.6% | +30.6% | +29.2% |
| YTD | +75.2% | +49.2% | +26.0% | +25.6% |
| 1Y | +107.5% | +89.3% | +18.2% | +25.0% |
| 3Y | +226.8% | +274.4% | -47.6% | +19.1% |
| 5Y | +251.2% | +440.9% | -189.7% | -2.0% |
| All | +1,537.1% | +2,966.2% | -1,429.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 10y: compounded portfolio wealth divided by compounded KLAC 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…
10y analysis · Full analysis span regression · 6 months rolling