+4,083.9%
KLAC vs SPMO
+575.0%
+3,508.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +6.2% | +2.7% | +3.5% | +2.4% |
| 30D | -5.0% | +1.1% | -6.1% | -6.1% |
| 3M | -14.4% | +2.0% | -16.5% | -13.8% |
| 6M | +28.3% | +26.5% | +1.8% | -2.3% |
| YTD | +51.1% | +26.5% | +24.6% | +16.1% |
| 1Y | +100.4% | +27.9% | +72.4% | +52.7% |
| 3Y | +276.3% | +160.4% | +116.0% | +18.0% |
| 5Y | +452.1% | +151.5% | +300.6% | +85.5% |
| 10Y | +2,986.0% | +526.3% | +2,459.6% | +413.4% |
| All | +4,083.9% | +575.0% | +3,508.9% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling