+6,251.5%
KLAC vs SGI
+2,083.6%
+4,168.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.8% | +7.2% |
| 7D | +5.7% | +8.5% | -2.8% | +3.4% |
| 30D | -3.6% | +0.7% | -4.3% | -4.0% |
| 3M | -12.8% | +0.6% | -13.4% | -13.1% |
| 6M | +26.1% | -17.9% | +44.0% | +32.3% |
| YTD | +53.3% | -21.2% | +74.5% | +62.1% |
| 1Y | +113.7% | -18.9% | +132.5% | +123.3% |
| 3Y | +274.9% | +52.6% | +222.2% | +230.0% |
| 5Y | +470.1% | +60.7% | +409.4% | +385.4% |
| 10Y | +2,997.0% | +278.1% | +2,718.9% | +1,843.1% |
| All | +6,251.5% | +2,083.6% | +4,168.0% | +1,889.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling