+7,580.1%
KLAC vs IJR
+1,130.2%
+6,449.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.0% |
| 7D | +6.2% | -1.1% | +7.3% | +7.6% |
| 30D | -5.0% | -3.6% | -1.4% | -0.8% |
| 3M | -14.4% | +2.3% | -16.7% | -15.6% |
| 6M | +28.3% | +14.3% | +14.0% | +12.6% |
| YTD | +51.1% | +19.3% | +31.8% | +27.2% |
| 1Y | +100.4% | +22.6% | +77.8% | +64.0% |
| 3Y | +276.3% | +53.5% | +222.8% | +138.2% |
| 5Y | +452.1% | +39.9% | +412.1% | +297.0% |
| 10Y | +2,986.0% | +172.1% | +2,813.9% | +925.9% |
| All | +7,580.1% | +1,130.2% | +6,449.9% | +127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling