+7,339.5%
KLAC vs IJH
+1,045.0%
+6,294.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.9% |
| 7D | +2.5% | -2.5% | +4.9% | +5.9% |
| 30D | -11.5% | -5.0% | -6.5% | -5.3% |
| 3M | -16.9% | +0.5% | -17.5% | -16.1% |
| 6M | +22.2% | +8.2% | +14.0% | +13.6% |
| YTD | +46.4% | +12.4% | +33.9% | +30.7% |
| 1Y | +91.0% | +14.4% | +76.6% | +67.6% |
| 3Y | +264.6% | +49.5% | +215.1% | +132.3% |
| 5Y | +430.6% | +47.8% | +382.8% | +253.1% |
| 10Y | +2,889.3% | +180.4% | +2,708.9% | +804.7% |
| All | +7,339.5% | +1,045.0% | +6,294.5% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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