+129,057.6%
KLAC vs IBM
+2,654.2%
+126,403.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | +10.0% | +1.6% | +8.4% | +8.9% |
| 30D | -14.8% | +9.2% | -24.0% | -19.6% |
| 3M | -27.2% | +4.9% | -32.1% | -30.2% |
| 6M | -17.5% | +16.8% | -34.2% | -33.8% |
| YTD | +25.8% | -14.3% | +40.1% | +21.1% |
| 1Y | +31.8% | -16.7% | +48.5% | +29.2% |
| 3Y | +195.3% | +82.2% | +113.1% | +57.8% |
| 5Y | +285.9% | +149.9% | +136.0% | +62.8% |
| 10Y | +2,247.6% | +142.6% | +2,105.0% | +864.2% |
| All | +129,057.6% | +2,654.2% | +126,403.4% | +12,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling