+2,247.0%
KLAC vs SM
+18.0%
+2,229.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | +10.0% | +9.4% | +0.6% | +8.8% |
| 30D | -14.8% | -14.4% | -0.5% | -13.5% |
| 3M | -27.2% | +1.6% | -28.7% | -27.7% |
| 6M | -17.5% | +6.3% | -23.8% | -19.1% |
| YTD | +25.8% | +78.8% | -53.0% | +14.4% |
| 1Y | +31.8% | +83.1% | -51.3% | +19.3% |
| 3Y | +195.3% | -5.9% | +201.2% | +186.0% |
| 5Y | +285.9% | +4.8% | +281.1% | +262.2% |
| All | +2,247.0% | +18.0% | +2,229.0% | +1,581.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling