+311.2%
SPY vs KLAC
+2,907.5%
-2,596.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.3% |
| 7D | -2.0% | +2.5% | -4.4% | -2.8% |
| 30D | -1.7% | -11.5% | +9.9% | +1.6% |
| 3M | +4.7% | -16.9% | +21.7% | +7.4% |
| 6M | +12.5% | +22.2% | -9.7% | +1.1% |
| YTD | +11.7% | +46.4% | -34.6% | -6.5% |
| 1Y | +17.5% | +91.0% | -73.5% | -10.5% |
| 3Y | +76.6% | +264.6% | -188.0% | +3.3% |
| 5Y | +82.0% | +430.6% | -348.6% | -10.2% |
| All | +311.2% | +2,907.5% | -2,596.3% | +8.0% |
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 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