+274.4%
KLAC vs IJR
+52.1%
+222.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.4% | +1.3% |
| 7D | -2.7% | -2.2% | -0.5% | 0.0% |
| 30D | -13.2% | -4.6% | -8.6% | -8.0% |
| 3M | -25.0% | +0.2% | -25.2% | -24.4% |
| 6M | +23.6% | +14.7% | +8.9% | +8.5% |
| YTD | +49.2% | +18.9% | +30.4% | +27.1% |
| 1Y | +89.3% | +19.9% | +69.4% | +60.1% |
| 3Y | +274.4% | +53.0% | +221.3% | +155.2% |
| All | +274.4% | +52.1% | +222.3% | +155.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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