+91.0%
KLAC vs SGI
-20.9%
+111.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.9% |
| 7D | +2.5% | -4.9% | +7.4% | +4.6% |
| 30D | -11.5% | +1.6% | -13.1% | -12.2% |
| 3M | -16.9% | -3.2% | -13.8% | -15.6% |
| 6M | +22.2% | -16.0% | +38.3% | +28.3% |
| YTD | +46.4% | -25.4% | +71.8% | +57.2% |
| 1Y | +91.0% | -21.6% | +112.6% | +109.2% |
| All | +91.0% | -20.9% | +111.9% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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