+2,502.1%
SOXX vs KLAC
+6,475.3%
-3,973.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -0.6% |
| 7D | +3.0% | +2.5% | +0.6% | +1.1% |
| 30D | -3.1% | -11.5% | +8.4% | +5.2% |
| 3M | -4.4% | -16.9% | +12.5% | +6.2% |
| 6M | +52.9% | +22.2% | +30.6% | +29.3% |
| YTD | +72.0% | +46.4% | +25.6% | +25.5% |
| 1Y | +105.1% | +91.0% | +14.1% | +23.5% |
| 3Y | +220.6% | +264.6% | -43.9% | +20.3% |
| 5Y | +244.8% | +430.6% | -185.8% | -1.9% |
| 10Y | +1,537.1% | +2,889.3% | -1,352.2% | +27.1% |
| All | +2,502.1% | +6,475.3% | -3,973.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling