+3,047.6%
SPY vs KLAC
+99,935.2%
-96,887.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.1% |
| 7D | +3.3% | +21.2% | -17.9% | -0.7% |
| 30D | -2.7% | -14.5% | +11.8% | -0.1% |
| 3M | -1.7% | -24.4% | +22.6% | +3.0% |
| 6M | +3.1% | -12.9% | +16.0% | +3.1% |
| YTD | +11.9% | +29.9% | -18.0% | +2.2% |
| 1Y | +12.0% | +31.9% | -19.9% | +1.8% |
| 3Y | +78.2% | +201.5% | -123.4% | +34.0% |
| 5Y | +73.2% | +298.6% | -225.3% | +21.0% |
| 10Y | +309.6% | +2,324.4% | -2,014.7% | +97.6% |
| All | +3,047.6% | +99,935.2% | -96,887.6% | +772.5% |
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