+100.4%
KLAC vs SPGI
-18.0%
+118.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.7% | -4.2% |
| 7D | +6.2% | -3.1% | +9.3% | +4.9% |
| 30D | -5.0% | +2.0% | -7.0% | -4.0% |
| 3M | -14.4% | +4.3% | -18.7% | -11.4% |
| 6M | +28.3% | -0.2% | +28.5% | +33.0% |
| YTD | +51.1% | -14.8% | +65.9% | +59.2% |
| 1Y | +100.4% | -18.5% | +118.9% | +102.7% |
| All | +100.4% | -18.0% | +118.4% | +102.7% |
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