+5,837.6%
KLAC vs IBKR
+1,349.8%
+4,487.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.0% |
| 7D | -2.7% | -1.3% | -1.3% | -2.1% |
| 30D | -13.2% | -0.2% | -12.9% | -13.3% |
| 3M | -25.0% | +3.0% | -28.0% | -26.6% |
| 6M | +23.6% | +33.9% | -10.3% | +7.4% |
| YTD | +49.2% | +42.5% | +6.7% | +26.1% |
| 1Y | +89.3% | +44.9% | +44.5% | +58.4% |
| 3Y | +274.4% | +293.0% | -18.6% | +94.4% |
| 5Y | +440.9% | +497.7% | -56.7% | +130.1% |
| 10Y | +2,947.7% | +1,004.4% | +1,943.3% | +882.4% |
| All | +5,837.6% | +1,349.8% | +4,487.8% | +1,269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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