+113.7%
KLAC vs SFM
-41.4%
+155.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.5% | +7.6% |
| 7D | +5.7% | -0.1% | +5.8% | +5.7% |
| 30D | -3.6% | -4.4% | +0.7% | -4.1% |
| 3M | -12.8% | +1.5% | -14.3% | -12.4% |
| 6M | +26.1% | +6.5% | +19.6% | +27.6% |
| YTD | +53.3% | +2.2% | +51.1% | +56.0% |
| 1Y | +113.7% | -41.9% | +155.6% | +141.4% |
| All | +113.7% | -41.4% | +155.1% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling