+489.1%
KLAC vs IBM
+112.8%
+376.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.1% |
| 7D | +10.6% | +0.3% | +10.3% | +10.5% |
| 30D | -4.5% | -1.5% | -3.0% | -4.2% |
| 3M | -10.3% | -16.8% | +6.5% | -8.0% |
| 6M | +40.9% | -9.0% | +49.9% | +36.4% |
| YTD | +56.1% | -20.1% | +76.2% | +60.2% |
| 1Y | +109.0% | -7.0% | +116.0% | +94.9% |
| 3Y | +288.8% | +72.4% | +216.5% | +139.9% |
| 5Y | +489.1% | +112.0% | +377.2% | +216.2% |
| All | +489.1% | +112.8% | +376.4% | +216.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling