+4,867.1%
KLAC vs SFM
+132.6%
+4,734.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.5% | +6.9% |
| 7D | +5.7% | -0.1% | +5.8% | +5.8% |
| 30D | -3.6% | -4.4% | +0.7% | -3.1% |
| 3M | -12.8% | +1.5% | -14.3% | -13.5% |
| 6M | +26.1% | +6.5% | +19.6% | +23.2% |
| YTD | +53.3% | +2.2% | +51.1% | +50.4% |
| 1Y | +113.7% | -41.9% | +155.6% | +128.4% |
| 3Y | +274.9% | +106.8% | +168.1% | +219.3% |
| 5Y | +470.1% | +231.6% | +238.6% | +338.3% |
| 10Y | +2,997.0% | +258.4% | +2,738.6% | +2,117.3% |
| All | +4,867.1% | +132.6% | +4,734.5% | +3,706.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling