+8,837.7%
KLAC vs IEF
+129.1%
+8,708.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.7% |
| 7D | +10.6% | +0.1% | +10.5% | +10.7% |
| 30D | -4.5% | -0.7% | -3.8% | -5.3% |
| 3M | -10.3% | -0.4% | -9.8% | -10.8% |
| 6M | +40.9% | -2.5% | +43.4% | +36.2% |
| YTD | +56.1% | -1.6% | +57.7% | +52.4% |
| 1Y | +109.0% | -1.3% | +110.3% | +104.9% |
| 3Y | +288.8% | +10.1% | +278.7% | +333.9% |
| 5Y | +489.1% | -8.3% | +497.5% | +395.6% |
| 10Y | +3,041.8% | +4.5% | +3,037.3% | +3,210.7% |
| All | +8,837.7% | +129.1% | +8,708.6% | +51,717.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling