+26.2%
KLAC vs SPG
+34.3%
-8.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -3.6% |
| 7D | -5.7% | +8.2% | -13.8% | -4.6% |
| 30D | -27.6% | +13.5% | -41.0% | -26.4% |
| 3M | -23.3% | +2.2% | -25.5% | -22.2% |
| 6M | -12.4% | +15.9% | -28.2% | -14.4% |
| YTD | +23.7% | +27.6% | -3.9% | +22.6% |
| 1Y | +26.2% | +30.9% | -4.8% | +27.1% |
| All | +26.2% | +34.3% | -8.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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