+433.3%
KLAC vs SPYG
+85.2%
+348.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +0.7% |
| 7D | -2.7% | -0.9% | -1.8% | -1.3% |
| 30D | -13.2% | -1.5% | -11.6% | -11.0% |
| 3M | -25.0% | +3.7% | -28.7% | -27.8% |
| 6M | +23.6% | +16.4% | +7.2% | +1.3% |
| YTD | +49.2% | +13.3% | +35.9% | +28.3% |
| 1Y | +89.3% | +17.9% | +71.5% | +54.9% |
| 3Y | +274.4% | +98.3% | +176.0% | +51.9% |
| All | +433.3% | +85.2% | +348.1% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling