+452.1%
KLAC vs SM
+119.2%
+332.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -5.0% | +20.3% | -25.3% | -8.5% |
| 3M | -14.4% | +22.9% | -37.3% | -18.9% |
| 6M | +28.3% | +47.8% | -19.5% | +14.4% |
| YTD | +51.1% | +107.5% | -56.4% | +22.6% |
| 1Y | +100.4% | +51.7% | +48.6% | +75.2% |
| 3Y | +276.3% | -0.9% | +277.2% | +252.5% |
| 5Y | +452.1% | +112.2% | +339.8% | +314.6% |
| All | +452.1% | +119.2% | +332.8% | +314.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling