+2,896.3%
KLAC vs SPMO
+517.6%
+2,378.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.2% |
| 7D | -2.7% | -0.9% | -1.7% | -1.3% |
| 30D | -13.2% | -1.9% | -11.2% | -10.5% |
| 3M | -25.0% | -1.4% | -23.7% | -21.0% |
| 6M | +23.6% | +25.5% | -1.9% | -5.5% |
| YTD | +49.2% | +24.8% | +24.4% | +15.9% |
| 1Y | +89.3% | +24.5% | +64.8% | +48.6% |
| 3Y | +274.4% | +157.1% | +117.2% | +15.1% |
| 5Y | +440.9% | +149.5% | +291.5% | +77.4% |
| All | +2,896.3% | +517.6% | +2,378.7% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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