+26.2%
KLAC vs SPYG
+10.8%
+15.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -6.7% |
| 7D | -5.7% | -2.8% | -2.9% | -0.2% |
| 30D | -27.6% | -6.2% | -21.4% | -17.3% |
| 3M | -23.3% | -3.6% | -19.7% | -17.0% |
| 6M | -12.4% | +4.8% | -17.1% | -17.4% |
| YTD | +23.7% | +11.0% | +12.8% | +7.9% |
| 1Y | +26.2% | +11.2% | +15.0% | +9.8% |
| All | +26.2% | +10.8% | +15.3% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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