+91.0%
KLAC vs SM
+51.5%
+39.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.0% |
| 7D | +2.5% | +2.1% | +0.3% | +2.9% |
| 30D | -11.5% | +18.1% | -29.6% | -8.7% |
| 3M | -16.9% | +17.0% | -33.9% | -12.7% |
| 6M | +22.2% | +55.4% | -33.2% | +30.9% |
| YTD | +46.4% | +108.6% | -62.2% | +58.6% |
| 1Y | +91.0% | +45.7% | +45.3% | +113.7% |
| All | +91.0% | +51.5% | +39.5% | +113.7% |
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