+288.8%
KLAC vs SM
-2.8%
+291.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.3% |
| 7D | +10.6% | -0.2% | +10.7% | +10.6% |
| 30D | -4.5% | +31.5% | -36.0% | -8.2% |
| 3M | -10.3% | +17.3% | -27.6% | -12.6% |
| 6M | +40.9% | +48.5% | -7.6% | +28.2% |
| YTD | +56.1% | +106.3% | -50.2% | +29.5% |
| 1Y | +109.0% | +47.3% | +61.7% | +89.7% |
| 3Y | +288.8% | -1.4% | +290.3% | +275.0% |
| All | +288.8% | -2.8% | +291.6% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling