+452.1%
KLAC vs SGI
+56.1%
+395.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | +6.2% | +0.6% | +5.6% | +5.9% |
| 30D | -5.0% | +5.5% | -10.5% | -7.7% |
| 3M | -14.4% | -3.6% | -10.8% | -13.3% |
| 6M | +28.3% | -15.0% | +43.3% | +36.8% |
| YTD | +51.1% | -23.0% | +74.1% | +67.6% |
| 1Y | +100.4% | -18.4% | +118.8% | +114.5% |
| 3Y | +276.3% | +57.8% | +218.6% | +187.4% |
| 5Y | +452.1% | +51.5% | +400.6% | +294.3% |
| All | +452.1% | +56.1% | +395.9% | +294.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling