+307.8%
SPY vs KLAC
+2,237.4%
-1,929.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.5% |
| 7D | +2.6% | +10.0% | -7.4% | -0.3% |
| 30D | -2.0% | -14.8% | +12.8% | +1.8% |
| 3M | -2.8% | -27.2% | +24.4% | +5.0% |
| 6M | +2.1% | -17.5% | +19.6% | +2.8% |
| YTD | +11.5% | +25.8% | -14.3% | -3.7% |
| 1Y | +13.5% | +31.8% | -18.4% | -3.6% |
| 3Y | +77.7% | +195.3% | -117.6% | +9.8% |
| 5Y | +72.6% | +285.9% | -213.3% | -6.7% |
| All | +307.8% | +2,237.4% | -1,929.5% | +17.9% |
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