+433.3%
KLAC vs SCHG
+84.3%
+349.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.8% |
| 7D | -2.7% | -1.0% | -1.6% | -1.2% |
| 30D | -13.2% | -1.3% | -11.9% | -11.7% |
| 3M | -25.0% | +5.4% | -30.5% | -30.1% |
| 6M | +23.6% | +14.4% | +9.2% | +3.6% |
| YTD | +49.2% | +8.0% | +41.2% | +36.0% |
| 1Y | +89.3% | +12.7% | +76.6% | +64.1% |
| 3Y | +274.4% | +85.6% | +188.8% | +75.5% |
| All | +433.3% | +84.3% | +349.0% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling