+430.6%
KLAC vs INDA
+4.5%
+426.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -1.8% |
| 7D | +2.5% | -3.6% | +6.1% | +6.9% |
| 30D | -11.5% | -4.0% | -7.6% | -7.4% |
| 3M | -16.9% | +1.7% | -18.7% | -18.5% |
| 6M | +22.2% | -3.6% | +25.9% | +27.7% |
| YTD | +46.4% | -11.0% | +57.3% | +67.0% |
| 1Y | +91.0% | -9.5% | +100.5% | +113.2% |
| 3Y | +264.6% | +7.6% | +256.9% | +222.8% |
| 5Y | +430.6% | +4.8% | +425.8% | +372.7% |
| All | +430.6% | +4.5% | +426.1% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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