+1,021.7%
KLAC vs SITM
+4,789.7%
-3,768.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.6% | +0.2% |
| 7D | -2.7% | +3.9% | -6.5% | -3.9% |
| 30D | -13.2% | -6.6% | -6.6% | -11.5% |
| 3M | -25.0% | -11.9% | -13.1% | -22.7% |
| 6M | +23.6% | +81.1% | -57.5% | -0.1% |
| YTD | +49.2% | +80.0% | -30.8% | +19.5% |
| 1Y | +89.3% | +145.8% | -56.5% | +35.1% |
| 3Y | +274.4% | +475.9% | -201.5% | +85.8% |
| 5Y | +440.9% | +189.2% | +251.7% | +194.8% |
| All | +1,021.7% | +4,789.7% | -3,768.0% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling