+157,276.9%
KLAC vs SPGI
+14,090.3%
+143,186.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +8.1% |
| 7D | +5.7% | +0.1% | +5.6% | +5.5% |
| 30D | -3.6% | +8.4% | -12.0% | -7.9% |
| 3M | -12.8% | +11.8% | -24.6% | -19.9% |
| 6M | +26.1% | +5.7% | +20.3% | +18.1% |
| YTD | +53.3% | -9.7% | +63.0% | +54.3% |
| 1Y | +113.7% | -12.5% | +126.1% | +116.5% |
| 3Y | +274.9% | +21.8% | +253.1% | +219.0% |
| 5Y | +470.1% | +8.2% | +462.0% | +417.7% |
| 10Y | +2,997.0% | +309.5% | +2,687.5% | +1,385.2% |
| All | +157,276.9% | +14,090.3% | +143,186.6% | +12,018.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling