+267.2%
KLAC vs SPYM
+75.9%
+191.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -1.9% |
| 7D | +2.5% | -2.0% | +4.4% | +6.8% |
| 30D | -11.5% | -1.6% | -9.9% | -8.4% |
| 3M | -16.9% | +4.7% | -21.7% | -23.2% |
| 6M | +22.2% | +12.6% | +9.7% | -0.9% |
| YTD | +46.4% | +11.8% | +34.6% | +21.4% |
| 1Y | +91.0% | +17.5% | +73.5% | +45.4% |
| All | +267.2% | +75.9% | +191.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling