+288.8%
KLAC vs SFM
+96.9%
+192.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.1% |
| 7D | +10.6% | -5.8% | +16.4% | +10.9% |
| 30D | -4.5% | -11.4% | +6.9% | -4.0% |
| 3M | -10.3% | -12.2% | +1.9% | -9.8% |
| 6M | +40.9% | -5.2% | +46.0% | +40.5% |
| YTD | +56.1% | -4.5% | +60.6% | +55.4% |
| 1Y | +109.0% | -45.4% | +154.4% | +128.3% |
| 3Y | +288.8% | +91.1% | +197.7% | +250.7% |
| All | +288.8% | +96.9% | +192.0% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling