+154,996.1%
KLAC vs IFF
+833.5%
+154,162.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | +6.2% | -3.0% | +9.2% | +7.7% |
| 30D | -5.0% | -0.9% | -4.1% | -4.8% |
| 3M | -14.4% | +11.8% | -26.3% | -19.8% |
| 6M | +28.3% | +16.5% | +11.8% | +16.6% |
| YTD | +51.1% | +26.5% | +24.6% | +31.3% |
| 1Y | +100.4% | +32.7% | +67.7% | +69.1% |
| 3Y | +276.3% | +32.0% | +244.3% | +210.6% |
| 5Y | +452.1% | -36.1% | +488.1% | +526.7% |
| 10Y | +2,986.0% | -20.1% | +3,006.0% | +2,904.5% |
| All | +154,996.1% | +833.5% | +154,162.6% | +58,719.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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