+113.7%
KLAC vs IEFA
+23.1%
+90.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.1% |
| 7D | +5.7% | +0.6% | +5.1% | +4.5% |
| 30D | -3.6% | +1.0% | -4.7% | -5.5% |
| 3M | -12.8% | +4.7% | -17.5% | -19.5% |
| 6M | +26.1% | +8.6% | +17.5% | +12.2% |
| YTD | +53.3% | +14.8% | +38.5% | +19.6% |
| 1Y | +113.7% | +22.6% | +91.1% | +48.7% |
| All | +113.7% | +23.1% | +90.6% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 1y: compounded portfolio wealth divided by compounded IEFA 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…
1y analysis · Full analysis span regression · 6 months rolling