+26.2%
KLAC vs SM
+70.4%
-44.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -15.3% | +11.2% | -7.0% |
| 7D | -5.7% | -21.5% | +15.8% | -10.0% |
| 30D | -27.6% | -11.4% | -16.2% | -28.8% |
| 3M | -23.3% | +0.6% | -23.9% | -21.7% |
| 6M | -12.4% | +0.2% | -12.6% | -8.4% |
| YTD | +23.7% | +69.7% | -45.9% | +40.8% |
| 1Y | +26.2% | +71.6% | -45.4% | +44.7% |
| All | +26.2% | +70.4% | -44.2% | +44.7% |
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