+274.4%
KLAC vs IEMG
+83.7%
+190.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | 0.0% |
| 7D | -2.7% | -1.3% | -1.4% | -0.6% |
| 30D | -13.2% | +1.9% | -15.1% | -15.6% |
| 3M | -25.0% | +1.4% | -26.4% | -25.0% |
| 6M | +23.6% | +15.2% | +8.4% | +2.6% |
| YTD | +49.2% | +23.8% | +25.4% | +12.0% |
| 1Y | +89.3% | +30.7% | +58.7% | +32.1% |
| 3Y | +274.4% | +83.3% | +191.1% | +67.6% |
| All | +274.4% | +83.7% | +190.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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