+26.2%
KLAC vs SCHG
+5.5%
+20.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -6.2% |
| 7D | -5.7% | -2.5% | -3.1% | -1.5% |
| 30D | -27.6% | -5.4% | -22.1% | -20.2% |
| 3M | -23.3% | -2.2% | -21.1% | -20.4% |
| 6M | -12.4% | +5.2% | -17.5% | -19.4% |
| YTD | +23.7% | +6.8% | +16.9% | +13.6% |
| 1Y | +26.2% | +5.9% | +20.3% | +17.6% |
| All | +26.2% | +5.5% | +20.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling