+6,928.2%
KLAC vs IAG
+368.9%
+6,559.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.0% |
| 7D | +10.6% | +4.3% | +6.3% | +10.1% |
| 30D | -4.5% | +9.8% | -14.3% | -5.5% |
| 3M | -10.3% | +28.9% | -39.2% | -12.6% |
| 6M | +40.9% | -7.6% | +48.5% | +41.1% |
| YTD | +56.1% | +22.0% | +34.2% | +52.3% |
| 1Y | +109.0% | +99.5% | +9.5% | +95.1% |
| 3Y | +288.8% | +818.3% | -529.4% | +213.5% |
| 5Y | +489.1% | +785.9% | -296.8% | +361.0% |
| 10Y | +3,041.8% | +381.1% | +2,660.7% | +2,346.2% |
| All | +6,928.2% | +368.9% | +6,559.3% | +4,716.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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