+433.3%
KLAC vs SITM
+187.3%
+246.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.6% | 0.0% |
| 7D | -2.7% | +3.9% | -6.5% | -4.1% |
| 30D | -13.2% | -6.6% | -6.6% | -11.3% |
| 3M | -25.0% | -11.9% | -13.1% | -22.5% |
| 6M | +23.6% | +81.1% | -57.5% | -3.3% |
| YTD | +49.2% | +80.0% | -30.8% | +15.3% |
| 1Y | +89.3% | +145.8% | -56.5% | +27.9% |
| 3Y | +274.4% | +475.9% | -201.5% | +61.5% |
| All | +433.3% | +187.3% | +246.0% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling