+277.4%
SMH vs KLAC
+259.7%
+17.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -0.4% |
| 7D | +1.4% | +2.5% | -1.1% | -0.4% |
| 30D | -2.2% | -11.5% | +9.3% | +5.6% |
| 3M | -1.9% | -16.9% | +15.1% | +6.7% |
| 6M | +41.0% | +22.2% | +18.8% | +16.6% |
| YTD | +55.6% | +46.4% | +9.2% | +9.7% |
| 1Y | +86.8% | +91.0% | -4.2% | +7.1% |
| All | +277.4% | +259.7% | +17.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 KLAC 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