+7,982.6%
KLAC vs SIMO
+3,332.4%
+4,650.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.7% | -1.4% | +4.9% |
| 7D | +5.7% | +4.2% | +1.5% | +4.5% |
| 30D | -3.6% | +4.1% | -7.7% | -5.4% |
| 3M | -12.8% | -12.9% | +0.1% | -9.9% |
| 6M | +26.1% | +110.3% | -84.3% | -1.0% |
| YTD | +53.3% | +178.6% | -125.3% | +10.0% |
| 1Y | +113.7% | +220.0% | -106.3% | +47.5% |
| 3Y | +274.9% | +409.0% | -134.2% | +127.6% |
| 5Y | +470.1% | +277.3% | +192.8% | +261.9% |
| 10Y | +2,997.0% | +506.6% | +2,490.4% | +1,591.9% |
| All | +7,982.6% | +3,332.4% | +4,650.3% | +2,241.3% |
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