+2,896.3%
KLAC vs IEF
+3.8%
+2,892.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +1.9% |
| 7D | -2.7% | -1.3% | -1.3% | -3.3% |
| 30D | -13.2% | -1.7% | -11.4% | -13.9% |
| 3M | -25.0% | -2.5% | -22.5% | -26.0% |
| 6M | +23.6% | -3.3% | +26.9% | +21.2% |
| YTD | +49.2% | -2.8% | +52.0% | +46.7% |
| 1Y | +89.3% | -2.7% | +92.0% | +86.3% |
| 3Y | +274.4% | +8.9% | +265.5% | +293.7% |
| 5Y | +440.9% | -9.4% | +450.4% | +328.2% |
| All | +2,896.3% | +3.8% | +2,892.5% | +2,992.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling