+1,270.6%
SMH vs KLAC
+5,752.7%
-4,482.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +2.2% |
| 7D | +4.3% | +6.2% | -1.9% | 0.0% |
| 30D | +0.9% | -5.0% | +5.8% | +3.9% |
| 3M | -2.8% | -14.4% | +11.6% | +4.3% |
| 6M | +45.6% | +28.3% | +17.3% | +18.3% |
| YTD | +59.5% | +51.1% | +8.4% | +13.6% |
| 1Y | +93.4% | +100.4% | -6.9% | +13.2% |
| 3Y | +287.1% | +276.3% | +10.8% | +45.4% |
| 5Y | +338.0% | +452.1% | -114.0% | +25.5% |
| 10Y | +1,876.8% | +2,986.0% | -1,109.2% | +64.8% |
| All | +1,270.6% | +5,752.7% | -4,482.1% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling