+460.1%
KLAC vs SMR
-14.3%
+474.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.7% | +17.6% | +4.0% |
| 7D | -2.7% | -11.2% | +8.6% | -1.5% |
| 30D | -13.2% | -10.2% | -2.9% | -12.4% |
| 3M | -25.0% | -10.0% | -15.0% | -24.4% |
| 6M | +23.6% | -30.5% | +54.1% | +27.0% |
| YTD | +49.2% | -39.2% | +88.5% | +54.8% |
| 1Y | +89.3% | -75.5% | +164.8% | +112.4% |
| 3Y | +274.4% | +45.4% | +228.9% | +239.3% |
| All | +460.1% | -14.3% | +474.5% | +456.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling