+452.1%
KLAC vs IBN
+54.0%
+398.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.2% |
| 7D | +6.2% | -5.1% | +11.3% | +9.4% |
| 30D | -5.0% | -3.5% | -1.5% | -3.2% |
| 3M | -14.4% | +11.3% | -25.7% | -20.2% |
| 6M | +28.3% | +4.4% | +23.9% | +24.1% |
| YTD | +51.1% | -1.8% | +52.9% | +51.5% |
| 1Y | +100.4% | -8.0% | +108.4% | +107.2% |
| 3Y | +276.3% | +27.1% | +249.3% | +204.1% |
| 5Y | +452.1% | +54.5% | +397.6% | +274.0% |
| All | +452.1% | +54.0% | +398.0% | +274.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling