+279.1%
KLAC vs IBN
+25.8%
+253.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.5% |
| 7D | +6.2% | -5.1% | +11.3% | +8.3% |
| 30D | -5.0% | -3.5% | -1.5% | -3.8% |
| 3M | -14.4% | +11.3% | -25.7% | -18.5% |
| 6M | +28.3% | +4.4% | +23.9% | +24.9% |
| YTD | +51.1% | -1.8% | +52.9% | +50.5% |
| 1Y | +100.4% | -8.0% | +108.4% | +102.9% |
| All | +279.1% | +25.8% | +253.2% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling