+1,035.8%
KLAC vs SITM
+4,437.5%
-3,401.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +6.2% | +3.7% | +2.5% | +5.0% |
| 30D | -5.0% | -14.5% | +9.5% | -0.5% |
| 3M | -14.4% | -10.6% | -3.8% | -11.9% |
| 6M | +28.3% | +65.5% | -37.2% | +6.7% |
| YTD | +51.1% | +67.0% | -15.9% | +24.0% |
| 1Y | +100.4% | +138.6% | -38.2% | +44.4% |
| 3Y | +276.3% | +421.8% | -145.5% | +92.8% |
| 5Y | +452.1% | +172.4% | +279.6% | +207.2% |
| All | +1,035.8% | +4,437.5% | -3,401.7% | +292.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling