+288.8%
KLAC vs SPGI
+17.8%
+271.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.2% |
| 7D | +10.6% | -2.5% | +13.1% | +10.9% |
| 30D | -4.5% | +5.4% | -9.9% | -5.4% |
| 3M | -10.3% | +9.0% | -19.3% | -12.6% |
| 6M | +40.9% | +0.8% | +40.1% | +40.9% |
| YTD | +56.1% | -12.6% | +68.7% | +67.7% |
| 1Y | +109.0% | -16.1% | +125.2% | +130.0% |
| 3Y | +288.8% | +19.0% | +269.8% | +236.9% |
| All | +288.8% | +17.8% | +271.0% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling