+489.1%
KLAC vs SIMO
+297.1%
+192.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.2% | -4.3% | -0.6% |
| 7D | +10.6% | +14.6% | -4.0% | +4.9% |
| 30D | -4.5% | +6.2% | -10.7% | -7.5% |
| 3M | -10.3% | +3.6% | -13.8% | -12.4% |
| 6M | +40.9% | +130.8% | -89.9% | -3.0% |
| YTD | +56.1% | +195.8% | -139.7% | -5.8% |
| 1Y | +109.0% | +225.0% | -116.0% | +20.8% |
| 3Y | +288.8% | +452.3% | -163.5% | +78.6% |
| 5Y | +489.1% | +303.6% | +185.5% | +215.8% |
| All | +489.1% | +297.1% | +192.0% | +215.8% |
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