+136,426.2%
KLAC vs SPGI
+15,101.4%
+121,324.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.1% |
| 7D | +7.5% | -1.4% | +8.9% | +8.4% |
| 30D | -15.3% | +15.3% | -30.6% | -21.4% |
| 3M | -19.6% | +16.5% | -36.1% | -26.3% |
| 6M | -12.5% | +19.8% | -32.4% | -23.2% |
| YTD | +33.0% | -3.2% | +36.2% | +28.5% |
| 1Y | +35.9% | +1.8% | +34.1% | +27.7% |
| 3Y | +208.6% | +30.6% | +178.0% | +152.2% |
| 5Y | +309.5% | +16.0% | +293.5% | +256.9% |
| 10Y | +2,381.5% | +338.6% | +2,042.9% | +1,043.3% |
| All | +136,426.2% | +15,101.4% | +121,324.9% | +9,992.5% |
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