+6,955.7%
KLAC vs SPYM
+824.3%
+6,131.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.6% |
| 7D | +10.6% | +0.6% | +10.0% | +9.7% |
| 30D | -4.5% | -0.9% | -3.6% | -3.3% |
| 3M | -10.3% | +3.9% | -14.2% | -13.7% |
| 6M | +40.9% | +14.5% | +26.3% | +20.2% |
| YTD | +56.1% | +13.0% | +43.1% | +36.5% |
| 1Y | +109.0% | +19.4% | +89.6% | +71.3% |
| 3Y | +288.8% | +78.9% | +210.0% | +98.9% |
| 5Y | +489.1% | +82.3% | +406.8% | +208.2% |
| 10Y | +3,041.8% | +314.7% | +2,727.0% | +600.5% |
| All | +6,955.7% | +824.3% | +6,131.4% | +620.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling