+430.6%
KLAC vs SFM
+212.1%
+218.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | +2.5% | -8.8% | +11.2% | +3.3% |
| 30D | -11.5% | -14.5% | +2.9% | -10.3% |
| 3M | -16.9% | -16.8% | -0.1% | -15.8% |
| 6M | +22.2% | -5.3% | +27.6% | +21.5% |
| YTD | +46.4% | -9.4% | +55.7% | +46.0% |
| 1Y | +91.0% | -46.2% | +137.2% | +106.2% |
| 3Y | +264.6% | +81.3% | +183.3% | +219.7% |
| 5Y | +430.6% | +211.9% | +218.7% | +341.6% |
| All | +430.6% | +212.1% | +218.4% | +341.6% |
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