+2,247.0%
KLAC vs SBAC
+114.8%
+2,132.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.6% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | -14.8% | +5.5% | -20.3% | -16.4% |
| 3M | -27.2% | +3.1% | -30.2% | -28.3% |
| 6M | -17.5% | -7.0% | -10.4% | -17.1% |
| YTD | +25.8% | +0.5% | +25.3% | +21.5% |
| 1Y | +31.8% | +0.2% | +31.6% | +27.3% |
| 3Y | +195.3% | -7.4% | +202.6% | +179.4% |
| 5Y | +285.9% | -39.7% | +325.6% | +344.2% |
| All | +2,247.0% | +114.8% | +2,132.2% | +1,548.0% |
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