+486.0%
KLAC vs SMR
+11.2%
+474.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +15.3% | -13.4% | -0.2% |
| 7D | +10.6% | +21.4% | -10.8% | +7.7% |
| 30D | -4.5% | +13.8% | -18.4% | -6.4% |
| 3M | -10.3% | +3.9% | -14.2% | -11.2% |
| 6M | +40.9% | -4.2% | +45.1% | +39.4% |
| YTD | +56.1% | -21.1% | +77.2% | +57.0% |
| 1Y | +109.0% | -67.1% | +176.1% | +126.4% |
| 3Y | +288.8% | +88.9% | +200.0% | +241.5% |
| All | +486.0% | +11.2% | +474.8% | +464.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling