+212.1%
KLAC vs SPGI
+30.4%
+181.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.2% |
| 7D | +7.5% | -1.4% | +8.9% | +7.6% |
| 30D | -15.3% | +15.3% | -30.6% | -16.0% |
| 3M | -19.6% | +16.5% | -36.1% | -20.5% |
| 6M | -12.5% | +19.8% | -32.4% | -14.9% |
| YTD | +33.0% | -3.2% | +36.2% | +42.7% |
| 1Y | +35.9% | +1.8% | +34.1% | +41.5% |
| All | +212.1% | +30.4% | +181.7% | +141.7% |
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 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