+6,562.5%
KLAC vs SIMO
+2,171.3%
+4,391.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | -2.1% | -16.0% | +14.0% | +3.2% |
| 30D | -21.8% | -35.8% | +14.0% | -11.3% |
| 3M | -20.5% | -26.5% | +5.9% | -14.2% |
| 6M | -18.0% | -33.0% | +15.1% | -9.3% |
| YTD | +26.4% | +84.3% | -58.0% | +1.3% |
| 1Y | +26.3% | +82.0% | -55.7% | +1.5% |
| 3Y | +193.3% | +218.5% | -25.2% | +101.9% |
| 5Y | +297.2% | +175.0% | +122.2% | +175.1% |
| 10Y | +2,288.0% | +407.5% | +1,880.5% | +1,294.3% |
| All | +6,562.5% | +2,171.3% | +4,391.2% | +2,056.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling