+2,838.9%
KLAC vs SPGI
+291.9%
+2,547.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -1.9% |
| 7D | +2.5% | -8.9% | +11.4% | +8.5% |
| 30D | -11.5% | +0.6% | -12.2% | -12.5% |
| 3M | -16.9% | +2.0% | -18.9% | -21.0% |
| 6M | +22.2% | +0.1% | +22.2% | +16.1% |
| YTD | +46.4% | -16.4% | +62.8% | +56.1% |
| 1Y | +91.0% | -18.9% | +109.9% | +105.6% |
| 3Y | +264.6% | +13.8% | +250.8% | +196.9% |
| 5Y | +430.6% | +0.5% | +430.1% | +371.0% |
| All | +2,838.9% | +291.9% | +2,547.0% | +966.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling