+452.1%
KLAC vs SBAC
-44.9%
+497.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.1% |
| 7D | +6.2% | +0.2% | +6.0% | +6.1% |
| 30D | -5.0% | +3.9% | -8.8% | -5.5% |
| 3M | -14.4% | -8.2% | -6.2% | -13.4% |
| 6M | +28.3% | -2.8% | +31.1% | +27.7% |
| YTD | +51.1% | -1.5% | +52.6% | +49.8% |
| 1Y | +100.4% | 0.0% | +100.4% | +97.6% |
| 3Y | +276.3% | -8.4% | +284.7% | +263.7% |
| 5Y | +452.1% | -43.5% | +495.6% | +545.8% |
| All | +452.1% | -44.9% | +497.0% | +545.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling