+81.7%
SPY vs KLAC
+471.6%
-390.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | -0.4% | +6.2% | -6.5% | -2.0% |
| 30D | -1.4% | -5.0% | +3.6% | -0.4% |
| 3M | +3.7% | -14.4% | +18.1% | +5.1% |
| 6M | +13.0% | +28.3% | -15.3% | +0.9% |
| YTD | +12.4% | +51.1% | -38.7% | -5.8% |
| 1Y | +18.5% | +100.4% | -81.9% | -9.6% |
| 3Y | +77.6% | +276.3% | -198.7% | +4.4% |
| 5Y | +81.7% | +452.1% | -370.4% | -11.1% |
| All | +81.7% | +471.6% | -390.0% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling