+2,896.3%
KLAC vs SBAC
+87.1%
+2,809.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.3% | +1.3% |
| 7D | -2.7% | -2.1% | -0.6% | -2.0% |
| 30D | -13.2% | +2.0% | -15.2% | -13.8% |
| 3M | -25.0% | -8.3% | -16.7% | -23.6% |
| 6M | +23.6% | +0.3% | +23.3% | +20.1% |
| YTD | +49.2% | -2.2% | +51.4% | +46.1% |
| 1Y | +89.3% | -4.6% | +94.0% | +86.6% |
| 3Y | +274.4% | -8.3% | +282.6% | +254.8% |
| 5Y | +440.9% | -42.8% | +483.8% | +536.5% |
| All | +2,896.3% | +87.1% | +2,809.2% | +2,241.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling