+6,829.5%
KLAC vs SPYM
+829.4%
+6,000.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.8% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | -3.6% | +0.1% | -3.7% | -3.7% |
| 3M | -12.8% | +2.0% | -14.8% | -13.9% |
| 6M | +26.1% | +13.1% | +13.0% | +9.6% |
| YTD | +53.3% | +13.6% | +39.7% | +33.1% |
| 1Y | +113.7% | +20.1% | +93.6% | +73.9% |
| 3Y | +274.9% | +77.6% | +197.3% | +93.5% |
| 5Y | +470.1% | +82.5% | +387.6% | +197.7% |
| 10Y | +2,997.0% | +317.6% | +2,679.4% | +584.6% |
| All | +6,829.5% | +829.4% | +6,000.1% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling