Seasonality
Sign in to unlock 10Y & 20Y views
Jun is the seasonally strongest month over 5Y.
Jun averages +13.4% with a 86% win rate across 5 years of history.
Aug shows persistent seasonal weakness.
Aug averages -2.0% with only a 17% win rate across 5 years of history.
Q2 (Apr–May–Jun) is the seasonally strongest quarter.
The three months of Q2 combine for a +25.0% average return historically.
January Effect: Q1 historically opens the year positively.
Q1 (Jan–Mar) averages +8.7% historically, with January alone posting a 83% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +42.9% vs the historical average for the same point.
Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 17.52% | 6.90% | -3.42% | 18.88% | 9.93% | 57.00% | -39.41% | 11.43% | ||||
| 2025 | 17.16% | -3.77% | -4.10% | 3.37% | 7.97% | 18.35% | -1.87% | -0.58% | 23.69% | 12.07% | -2.59% | 3.37% |
| 2024 | 2.19% | 15.11% | 2.38% | -1.33% | 10.41% | 8.56% | -0.17% | -0.26% | -5.49% | -13.97% | -2.61% | -2.61% |
| 2023 | 4.10% | -3.03% | 5.22% | -3.16% | 14.99% | 9.49% | 5.96% | -2.08% | -8.61% | 2.41% | 16.27% | 6.74% |
| 2022 | -9.50% | -10.23% | 5.04% | -12.78% | 14.66% | -12.54% | 20.20% | -9.96% | -12.06% | 4.57% | 24.66% | -4.10% |
| 2021 | 8.17% | 11.43% | 6.16% | -4.56% | 0.79% | 2.31% | 7.39% | -2.04% | -1.60% | 11.43% | 9.77% | 5.39% |
| 2020 | -6.80% | -6.49% | 14.16% | 7.75% | 10.53% | 2.75% | 3.10% | -5.56% | 1.78% | 28.28% | 2.75% | |
| Avg | 6.61% | 1.37% | 0.69% | 2.08% | 9.50% | 13.38% | -0.73% | -1.97% | -1.61% | 3.05% | 12.30% | 1.92% |
KLAC - Average growth of $100 invested at start of year
5 years of data
KLAC - Average returns for the respective month in the last 5 years
KLAC Distribution of Daily Returns from 2021 to 2026
KLAC Distribution of Daily % Changes