+2,896.3%
KLAC vs IBM
+148.6%
+2,747.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.1% |
| 7D | -2.7% | +3.6% | -6.2% | -4.3% |
| 30D | -13.2% | +3.1% | -16.3% | -14.6% |
| 3M | -25.0% | -10.8% | -14.2% | -24.8% |
| 6M | +23.6% | -0.8% | +24.4% | +12.9% |
| YTD | +49.2% | -16.2% | +65.4% | +48.9% |
| 1Y | +89.3% | -2.9% | +92.2% | +69.9% |
| 3Y | +274.4% | +79.8% | +194.5% | +112.0% |
| 5Y | +440.9% | +124.9% | +316.1% | +158.3% |
| All | +2,896.3% | +148.6% | +2,747.7% | +1,137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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