+286.1%
KLAC vs IAU
+105.6%
+180.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.0% | -4.6% | +14.6% | +12.1% |
| 30D | -14.8% | -5.4% | -9.4% | -12.9% |
| 3M | -27.2% | -10.9% | -16.3% | -23.8% |
| 6M | -17.5% | -17.4% | -0.1% | -11.1% |
| YTD | +25.8% | -10.2% | +36.0% | +34.8% |
| 1Y | +31.8% | -7.1% | +38.9% | +39.9% |
| 3Y | +195.3% | +97.7% | +97.6% | +153.2% |
| All | +286.1% | +105.6% | +180.6% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling