+279.1%
KLAC vs SBAC
-8.7%
+287.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.3% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | -5.0% | +3.9% | -8.8% | -4.6% |
| 3M | -14.4% | -8.2% | -6.2% | -14.1% |
| 6M | +28.3% | -2.8% | +31.1% | +29.0% |
| YTD | +51.1% | -1.5% | +52.6% | +51.8% |
| 1Y | +100.4% | 0.0% | +100.4% | +101.6% |
| All | +279.1% | -8.7% | +287.8% | +268.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling