+113.7%
KLAC vs SPGI
-12.7%
+126.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +6.7% |
| 7D | +5.7% | +0.1% | +5.6% | +5.8% |
| 30D | -3.6% | +8.4% | -12.0% | -0.2% |
| 3M | -12.8% | +11.8% | -24.6% | -7.5% |
| 6M | +26.1% | +5.7% | +20.3% | +33.8% |
| YTD | +53.3% | -9.7% | +63.0% | +65.4% |
| 1Y | +113.7% | -12.5% | +126.1% | +129.3% |
| All | +113.7% | -12.7% | +126.4% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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