+286.1%
KLAC vs SFM
+116.0%
+170.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.2% |
| 7D | +10.0% | +6.0% | +3.9% | +9.6% |
| 30D | -14.8% | -19.5% | +4.6% | -13.9% |
| 3M | -27.2% | -37.0% | +9.9% | -24.8% |
| 6M | -17.5% | -41.0% | +23.6% | -14.5% |
| YTD | +25.8% | -34.6% | +60.5% | +28.1% |
| 1Y | +31.8% | -36.3% | +68.1% | +34.6% |
| 3Y | +195.3% | +24.5% | +170.8% | +165.3% |
| All | +286.1% | +116.0% | +170.2% | +256.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling