-16.9%
KLAC vs SGOV
+0.9%
-17.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -2.2% |
| 7D | +2.5% | +0.1% | +2.4% | +9.2% |
| 30D | -11.5% | +0.3% | -11.8% | +32.8% |
| 3M | -16.9% | +0.9% | -17.9% | +243.8% |
| All | -16.9% | +0.9% | -17.9% | +243.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling