+113.7%
KLAC vs SGOV
+3.8%
+109.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +9.5% |
| 7D | +5.7% | +0.1% | +5.6% | +11.1% |
| 30D | -3.6% | +0.3% | -4.0% | +17.1% |
| 3M | -12.8% | +1.0% | -13.8% | +45.1% |
| 6M | +26.1% | +1.9% | +24.2% | +218.7% |
| YTD | +53.3% | +2.5% | +50.8% | +422.3% |
| 1Y | +113.7% | +3.8% | +109.9% | +1,455.0% |
| All | +113.7% | +3.8% | +109.9% | +1,455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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