+274.4%
KLAC vs IEFA
+65.7%
+208.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +0.9% | +0.2% |
| 7D | -2.7% | -1.6% | -1.1% | 0.0% |
| 30D | -13.2% | -1.5% | -11.7% | -10.8% |
| 3M | -25.0% | +3.4% | -28.4% | -28.5% |
| 6M | +23.6% | +9.5% | +14.1% | +8.5% |
| YTD | +49.2% | +13.0% | +36.2% | +25.6% |
| 1Y | +89.3% | +18.0% | +71.3% | +49.9% |
| 3Y | +274.4% | +65.4% | +209.0% | +85.6% |
| All | +274.4% | +65.7% | +208.6% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling