+3,094.0%
SPY vs KLAC
+117,932.7%
-114,838.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.3% | -7.7% | -1.8% |
| 7D | +0.1% | +5.7% | -5.6% | -1.1% |
| 30D | +0.1% | -3.6% | +3.7% | +0.6% |
| 3M | +2.0% | -12.8% | +14.8% | +2.9% |
| 6M | +13.0% | +26.1% | -13.0% | +5.3% |
| YTD | +13.5% | +53.3% | -39.8% | +1.0% |
| 1Y | +20.0% | +113.7% | -93.7% | -0.5% |
| 3Y | +77.2% | +274.9% | -197.7% | +28.4% |
| 5Y | +81.9% | +470.1% | -388.3% | +19.2% |
| 10Y | +314.1% | +2,997.0% | -2,683.0% | +92.0% |
| All | +3,094.0% | +117,932.7% | -114,838.7% | +762.8% |
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