+5,637.1%
KLAC vs INDA
+107.4%
+5,529.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.3% |
| 7D | +2.5% | -3.6% | +6.1% | +5.2% |
| 30D | -11.5% | -4.0% | -7.6% | -9.0% |
| 3M | -16.9% | +1.7% | -18.7% | -17.8% |
| 6M | +22.2% | -3.6% | +25.9% | +25.8% |
| YTD | +46.4% | -11.0% | +57.3% | +59.1% |
| 1Y | +91.0% | -9.5% | +100.5% | +105.1% |
| 3Y | +264.6% | +7.6% | +256.9% | +249.2% |
| 5Y | +430.6% | +4.8% | +425.8% | +424.0% |
| 10Y | +2,889.3% | +82.3% | +2,807.0% | +2,020.6% |
| All | +5,637.1% | +107.4% | +5,529.7% | +3,621.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling