+2,838.9%
KLAC vs IAU
+218.5%
+2,620.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.6% |
| 7D | +2.5% | -3.4% | +5.8% | +3.6% |
| 30D | -11.5% | -1.1% | -10.4% | -11.3% |
| 3M | -16.9% | +5.8% | -22.8% | -18.6% |
| 6M | +22.2% | -16.9% | +39.2% | +29.1% |
| YTD | +46.4% | +0.1% | +46.2% | +48.8% |
| 1Y | +91.0% | +18.4% | +72.6% | +86.9% |
| 3Y | +264.6% | +123.6% | +141.0% | +206.9% |
| 5Y | +430.6% | +138.7% | +291.8% | +332.9% |
| All | +2,838.9% | +218.5% | +2,620.5% | +2,369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling