+279.1%
KLAC vs SMR
+81.4%
+197.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.8% |
| 7D | +6.2% | +13.1% | -6.9% | +4.4% |
| 30D | -5.0% | +17.8% | -22.7% | -7.2% |
| 3M | -14.4% | +8.1% | -22.5% | -15.6% |
| 6M | +28.3% | -11.1% | +39.4% | +28.0% |
| YTD | +51.1% | -23.7% | +74.8% | +52.5% |
| 1Y | +100.4% | -69.4% | +169.8% | +118.0% |
| All | +279.1% | +81.4% | +197.7% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling