+113.7%
KLAC vs SPG
+21.3%
+92.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.3% |
| 7D | +5.7% | -2.4% | +8.1% | +5.7% |
| 30D | -3.6% | -6.8% | +3.2% | -3.8% |
| 3M | -12.8% | +2.7% | -15.5% | -15.1% |
| 6M | +26.1% | +5.5% | +20.6% | +21.3% |
| YTD | +53.3% | +15.7% | +37.6% | +49.3% |
| 1Y | +113.7% | +20.9% | +92.8% | +107.2% |
| All | +113.7% | +21.3% | +92.3% | +107.2% |
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