+89.3%
KLAC vs SITM
+155.7%
-66.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.6% | 0.0% |
| 7D | -2.7% | +3.9% | -6.5% | -4.0% |
| 30D | -13.2% | -6.6% | -6.6% | -11.4% |
| 3M | -25.0% | -11.9% | -13.1% | -22.5% |
| 6M | +23.6% | +81.1% | -57.5% | +1.4% |
| YTD | +49.2% | +80.0% | -30.8% | +21.8% |
| 1Y | +89.3% | +145.8% | -56.5% | +44.3% |
| All | +89.3% | +155.7% | -66.4% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling