+288.8%
KLAC vs SIMO
+462.5%
-173.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.3% | -0.7% |
| 7D | +10.6% | +14.6% | -4.0% | +4.4% |
| 30D | -4.5% | +6.2% | -10.7% | -7.8% |
| 3M | -10.3% | +3.6% | -13.8% | -12.5% |
| 6M | +40.9% | +130.8% | -89.9% | -7.0% |
| YTD | +56.1% | +195.8% | -139.7% | -13.7% |
| 1Y | +109.0% | +225.0% | -116.0% | +8.4% |
| 3Y | +288.8% | +452.3% | -163.5% | +44.9% |
| All | +288.8% | +462.5% | -173.7% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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