+28.3%
KLAC vs IOT
+9.8%
+18.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -4.0% |
| 7D | +6.2% | +5.1% | +1.1% | +7.4% |
| 30D | -5.0% | -3.0% | -2.0% | -5.5% |
| 3M | -14.4% | +15.0% | -29.4% | -9.2% |
| 6M | +28.3% | +13.1% | +15.2% | +42.0% |
| All | +28.3% | +9.8% | +18.5% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 6mo: compounded portfolio wealth divided by compounded IOT 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…
6mo analysis · Full analysis span regression · 6 months rolling