+449.4%
KLAC vs SMR
+1.6%
+447.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.4% | -2.4% |
| 7D | +2.5% | +4.7% | -2.3% | +1.7% |
| 30D | -11.5% | +3.2% | -14.8% | -12.1% |
| 3M | -16.9% | +9.9% | -26.8% | -18.2% |
| 6M | +22.2% | -15.1% | +37.4% | +22.8% |
| YTD | +46.4% | -27.9% | +74.3% | +48.9% |
| 1Y | +91.0% | -70.2% | +161.2% | +109.6% |
| 3Y | +264.6% | +72.5% | +192.1% | +224.0% |
| All | +449.4% | +1.6% | +447.8% | +435.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling