+195.3%
KLAC vs IGV
+39.5%
+155.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +10.0% | +2.3% | +7.7% | +8.6% |
| 30D | -14.8% | -6.0% | -8.8% | -11.3% |
| 3M | -27.2% | -4.8% | -22.4% | -25.4% |
| 6M | -17.5% | +14.2% | -31.7% | -27.4% |
| YTD | +25.8% | -4.2% | +30.1% | +29.8% |
| 1Y | +31.8% | -5.3% | +37.1% | +37.5% |
| 3Y | +195.3% | +38.8% | +156.5% | +92.9% |
| All | +195.3% | +39.5% | +155.8% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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