+433.3%
KLAC vs IEMG
+48.5%
+384.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.7% | +0.1% |
| 7D | -2.7% | -1.3% | -1.4% | -0.7% |
| 30D | -13.2% | +1.9% | -15.1% | -15.5% |
| 3M | -25.0% | +1.4% | -26.4% | -24.9% |
| 6M | +23.6% | +15.2% | +8.4% | +3.8% |
| YTD | +49.2% | +23.8% | +25.4% | +14.2% |
| 1Y | +89.3% | +30.7% | +58.7% | +35.3% |
| 3Y | +274.4% | +83.3% | +191.1% | +71.4% |
| All | +433.3% | +48.5% | +384.8% | +222.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling