+8,582.7%
KLAC vs SCHG
+1,132.2%
+7,450.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +0.8% |
| 7D | -2.7% | -1.0% | -1.6% | -1.3% |
| 30D | -13.2% | -1.3% | -11.9% | -11.8% |
| 3M | -25.0% | +5.4% | -30.5% | -29.9% |
| 6M | +23.6% | +14.4% | +9.2% | +4.4% |
| YTD | +49.2% | +8.0% | +41.2% | +36.7% |
| 1Y | +89.3% | +12.7% | +76.6% | +65.1% |
| 3Y | +274.4% | +85.6% | +188.8% | +76.9% |
| 5Y | +440.9% | +85.5% | +355.4% | +161.8% |
| 10Y | +2,947.7% | +456.0% | +2,491.7% | +306.4% |
| All | +8,582.7% | +1,132.2% | +7,450.5% | +321.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling