+286.1%
KLAC vs SGI
+41.4%
+244.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +10.0% | -5.3% | +15.3% | +12.6% |
| 30D | -14.8% | -2.1% | -12.8% | -15.0% |
| 3M | -27.2% | -8.2% | -19.0% | -25.5% |
| 6M | -17.5% | -4.6% | -12.9% | -17.3% |
| YTD | +25.8% | -31.5% | +57.3% | +45.4% |
| 1Y | +31.8% | -30.8% | +62.6% | +51.4% |
| 3Y | +195.3% | +67.2% | +128.1% | +116.0% |
| All | +286.1% | +41.4% | +244.8% | +185.8% |
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