+78.3%
SPY vs KLAC
+203.9%
-125.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | +3.3% | +21.2% | -17.9% | -0.6% |
| 30D | -2.7% | -14.5% | +11.8% | -0.2% |
| 3M | -1.7% | -24.4% | +22.6% | +3.0% |
| 6M | +3.1% | -12.9% | +16.0% | +1.9% |
| YTD | +11.9% | +29.9% | -18.0% | -1.6% |
| 1Y | +12.0% | +31.9% | -19.9% | -2.0% |
| All | +78.3% | +203.9% | -125.6% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling