+996.4%
KLAC vs SGOV
+20.3%
+976.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.3% |
| 30D | -13.2% | +0.3% | -13.5% | -11.2% |
| 3M | -25.0% | +0.9% | -26.0% | -20.4% |
| 6M | +23.6% | +1.8% | +21.8% | +37.1% |
| YTD | +49.2% | +2.5% | +46.7% | +70.3% |
| 1Y | +89.3% | +3.8% | +85.5% | +126.0% |
| 3Y | +274.4% | +14.4% | +260.0% | +312.1% |
| 5Y | +440.9% | +20.2% | +420.8% | +696.9% |
| All | +996.4% | +20.3% | +976.1% | +1,495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling