+5,112.6%
KLAC vs SGI
+1,798.9%
+3,313.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +10.0% | -5.3% | +15.3% | +11.6% |
| 30D | -14.8% | -2.1% | -12.8% | -14.8% |
| 3M | -27.2% | -8.2% | -19.0% | -26.1% |
| 6M | -17.5% | -4.6% | -12.9% | -17.1% |
| YTD | +25.8% | -31.5% | +57.3% | +37.1% |
| 1Y | +31.8% | -30.8% | +62.6% | +43.2% |
| 3Y | +195.3% | +67.2% | +128.1% | +153.6% |
| 5Y | +285.9% | +42.5% | +243.4% | +237.4% |
| 10Y | +2,247.6% | +321.9% | +1,925.7% | +1,351.3% |
| All | +5,112.6% | +1,798.9% | +3,313.8% | +1,582.4% |
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