+2,896.3%
KLAC vs SPG
+64.5%
+2,831.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | -2.7% | -1.2% | -1.5% | -2.3% |
| 30D | -13.2% | -6.1% | -7.0% | -11.3% |
| 3M | -25.0% | -3.6% | -21.4% | -24.4% |
| 6M | +23.6% | +10.4% | +13.2% | +18.7% |
| YTD | +49.2% | +14.4% | +34.8% | +41.5% |
| 1Y | +89.3% | +16.5% | +72.8% | +78.0% |
| 3Y | +274.4% | +106.8% | +167.6% | +189.1% |
| 5Y | +440.9% | +108.9% | +332.1% | +315.8% |
| All | +2,896.3% | +64.5% | +2,831.8% | +2,226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling