+470.4%
KLAC vs SPG
+109.1%
+361.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.7% | +1.2% |
| 7D | +10.6% | 0.0% | +10.6% | +10.5% |
| 30D | -4.5% | -4.9% | +0.4% | -1.8% |
| 3M | -10.3% | +3.3% | -13.6% | -12.9% |
| 6M | +40.9% | +11.2% | +29.7% | +30.3% |
| YTD | +56.1% | +17.1% | +39.1% | +39.7% |
| 1Y | +109.0% | +21.6% | +87.4% | +81.9% |
| 3Y | +288.8% | +111.9% | +177.0% | +129.6% |
| All | +470.4% | +109.1% | +361.3% | +232.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling