+157,276.9%
KLAC vs IBM
+2,499.8%
+154,777.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | -0.3% | +6.0% | +5.9% |
| 30D | -3.6% | +0.3% | -3.9% | -4.1% |
| 3M | -12.8% | -21.6% | +8.8% | -4.4% |
| 6M | +26.1% | -4.7% | +30.8% | +15.3% |
| YTD | +53.3% | -19.1% | +72.4% | +54.4% |
| 1Y | +113.7% | -2.5% | +116.2% | +86.5% |
| 3Y | +274.9% | +74.2% | +200.7% | +107.6% |
| 5Y | +470.1% | +113.1% | +357.0% | +168.8% |
| 10Y | +2,997.0% | +133.5% | +2,863.5% | +1,209.1% |
| All | +157,276.9% | +2,499.8% | +154,777.1% | +15,512.7% |
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