-10.3%
KLAC vs INIO
-33.6%
+23.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | -1.4% |
| 7D | +10.6% | +12.1% | -1.5% | +2.9% |
| 30D | -4.5% | -20.2% | +15.7% | +9.9% |
| 3M | -10.3% | -35.3% | +25.0% | +22.6% |
| All | -10.3% | -33.6% | +23.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling