+286.1%
KLAC vs SIMO
+170.3%
+115.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.4% | -0.9% |
| 7D | +10.0% | +4.1% | +5.9% | +8.3% |
| 30D | -14.8% | -24.0% | +9.2% | -5.4% |
| 3M | -27.2% | -31.8% | +4.6% | -17.1% |
| 6M | -17.5% | -36.9% | +19.4% | -3.8% |
| YTD | +25.8% | +84.8% | -59.0% | -9.9% |
| 1Y | +31.8% | +99.0% | -67.2% | -8.8% |
| 3Y | +195.3% | +217.9% | -22.6% | +65.4% |
| All | +286.1% | +170.3% | +115.8% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling