+433.3%
KLAC vs IGV
+20.8%
+412.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.7% |
| 7D | -2.7% | -2.9% | +0.2% | -0.3% |
| 30D | -13.2% | -1.5% | -11.6% | -12.9% |
| 3M | -25.0% | +11.7% | -36.7% | -33.2% |
| 6M | +23.6% | +18.4% | +5.2% | +1.1% |
| YTD | +49.2% | -3.9% | +53.1% | +48.0% |
| 1Y | +89.3% | -9.7% | +99.0% | +100.3% |
| 3Y | +274.4% | +38.4% | +235.9% | +156.9% |
| All | +433.3% | +20.8% | +412.5% | +298.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling