-12.5%
KLAC vs SPG
+18.3%
-30.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.3% |
| 7D | +7.5% | +2.7% | +4.8% | +8.5% |
| 30D | -15.3% | +16.6% | -31.9% | -8.1% |
| 3M | -19.6% | +8.1% | -27.7% | -15.7% |
| 6M | -12.5% | +19.3% | -31.9% | -7.3% |
| All | -12.5% | +18.3% | -30.8% | -7.3% |
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