+6,291.7%
KLAC vs IEFA
+211.8%
+6,079.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -1.8% |
| 7D | +6.2% | -0.5% | +6.6% | +6.9% |
| 30D | -5.0% | -1.1% | -3.9% | -3.5% |
| 3M | -14.4% | +5.1% | -19.5% | -19.1% |
| 6M | +28.3% | +9.3% | +19.0% | +15.6% |
| YTD | +51.1% | +13.0% | +38.1% | +31.3% |
| 1Y | +100.4% | +19.2% | +81.2% | +63.1% |
| 3Y | +276.3% | +67.0% | +209.4% | +101.5% |
| 5Y | +452.1% | +51.1% | +401.0% | +245.2% |
| 10Y | +2,986.0% | +146.5% | +2,839.5% | +1,091.6% |
| All | +6,291.7% | +211.8% | +6,079.9% | +1,668.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling