+6,091.5%
KLAC vs IEMG
+137.7%
+5,953.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -0.8% |
| 7D | +2.5% | -0.9% | +3.3% | +3.6% |
| 30D | -11.5% | +2.1% | -13.6% | -13.5% |
| 3M | -16.9% | +4.6% | -21.5% | -19.1% |
| 6M | +22.2% | +14.0% | +8.2% | +8.6% |
| YTD | +46.4% | +22.3% | +24.0% | +21.5% |
| 1Y | +91.0% | +30.7% | +60.3% | +48.3% |
| 3Y | +264.6% | +83.2% | +181.3% | +101.2% |
| 5Y | +430.6% | +47.0% | +383.6% | +274.1% |
| 10Y | +2,889.3% | +139.9% | +2,749.4% | +1,354.5% |
| All | +6,091.5% | +137.7% | +5,953.8% | +2,786.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling