-17.5%
KLAC vs SPG
+16.0%
-33.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.3% |
| 7D | +10.0% | +2.0% | +8.0% | +10.7% |
| 30D | -14.8% | +17.2% | -32.1% | -7.7% |
| 3M | -27.2% | +6.3% | -33.5% | -24.2% |
| 6M | -17.5% | +18.7% | -36.1% | -16.4% |
| All | -17.5% | +16.0% | -33.4% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling