+113.7%
KLAC vs SM
+36.8%
+76.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.1% | +10.4% | +6.8% |
| 7D | +5.7% | -0.5% | +6.2% | +5.7% |
| 30D | -3.6% | +25.6% | -29.2% | +0.6% |
| 3M | -12.8% | +8.0% | -20.9% | -9.5% |
| 6M | +26.1% | +50.8% | -24.7% | +34.1% |
| YTD | +53.3% | +97.9% | -44.6% | +65.3% |
| 1Y | +113.7% | +33.8% | +79.9% | +137.5% |
| All | +113.7% | +36.8% | +76.9% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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