+3,036.2%
SPY vs KLAC
+96,768.2%
-93,732.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | +2.6% | +10.0% | -7.4% | +0.6% |
| 30D | -2.0% | -14.8% | +12.8% | +0.7% |
| 3M | -2.8% | -27.2% | +24.4% | +2.6% |
| 6M | +2.1% | -17.5% | +19.6% | +3.3% |
| YTD | +11.5% | +25.8% | -14.3% | +2.4% |
| 1Y | +13.5% | +31.8% | -18.4% | +3.2% |
| 3Y | +77.7% | +195.3% | -117.6% | +34.2% |
| 5Y | +72.6% | +285.9% | -213.3% | +21.4% |
| 10Y | +308.2% | +2,247.6% | -1,939.4% | +98.1% |
| All | +3,036.2% | +96,768.2% | -93,732.0% | +774.8% |
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