+9,388.1%
KLAC vs SPYG
+561.6%
+8,826.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +10.6% | +1.2% | +9.4% | +8.9% |
| 30D | -4.5% | -1.6% | -2.9% | -2.6% |
| 3M | -10.3% | +3.4% | -13.6% | -12.4% |
| 6M | +40.9% | +18.9% | +22.0% | +17.0% |
| YTD | +56.1% | +13.8% | +42.3% | +37.7% |
| 1Y | +109.0% | +20.6% | +88.4% | +73.1% |
| 3Y | +288.8% | +100.5% | +188.3% | +82.5% |
| 5Y | +489.1% | +84.6% | +404.5% | +216.1% |
| 10Y | +3,041.8% | +410.8% | +2,631.0% | +483.2% |
| All | +9,388.1% | +561.6% | +8,826.4% | +824.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling