+12,163.1%
KLAC vs SBAC
+2,208.1%
+9,955.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.5% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | -3.6% | +6.9% | -10.5% | -4.9% |
| 3M | -12.8% | -8.2% | -4.6% | -12.1% |
| 6M | +26.1% | -1.6% | +27.7% | +24.6% |
| YTD | +53.3% | -0.1% | +53.4% | +51.0% |
| 1Y | +113.7% | -0.5% | +114.1% | +110.3% |
| 3Y | +274.9% | -9.1% | +284.0% | +268.4% |
| 5Y | +470.1% | -43.8% | +513.9% | +511.0% |
| 10Y | +2,997.0% | +80.5% | +2,916.5% | +2,588.3% |
| All | +12,163.1% | +2,208.1% | +9,955.0% | +6,542.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling