+102,294.7%
KLAC vs SM
+1,360.8%
+100,933.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.6% | -0.3% | +4.4% |
| 7D | +7.5% | +0.3% | +7.2% | +7.5% |
| 30D | -15.3% | -17.3% | +2.0% | -12.9% |
| 3M | -19.6% | -3.6% | -16.0% | -19.7% |
| 6M | -12.5% | +2.9% | -15.4% | -14.5% |
| YTD | +33.0% | +70.2% | -37.2% | +18.1% |
| 1Y | +35.9% | +66.5% | -30.6% | +20.9% |
| 3Y | +208.6% | -8.2% | +216.8% | +196.4% |
| 5Y | +309.5% | -1.5% | +311.0% | +276.0% |
| 10Y | +2,381.5% | +11.9% | +2,369.6% | +1,468.5% |
| All | +102,294.7% | +1,360.8% | +100,933.9% | +27,549.3% |
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