+117,932.7%
KLAC vs SM
+1,608.3%
+116,324.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.5% | +9.8% | +7.7% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -3.6% | +26.3% | -29.9% | -7.4% |
| 3M | -12.8% | +8.7% | -21.5% | -14.8% |
| 6M | +26.1% | +51.7% | -25.6% | +15.3% |
| YTD | +53.3% | +99.0% | -45.7% | +33.6% |
| 1Y | +113.7% | +34.6% | +79.1% | +97.2% |
| 3Y | +274.9% | -7.8% | +282.6% | +260.7% |
| 5Y | +470.1% | +104.8% | +365.4% | +367.9% |
| 10Y | +2,997.0% | +7.2% | +2,989.8% | +1,881.8% |
| All | +117,932.7% | +1,608.3% | +116,324.4% | +31,159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling