+26.2%
KLAC vs IP
+2.3%
+23.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.6% | -4.4% |
| 7D | -5.7% | +3.4% | -9.0% | -6.4% |
| 30D | -27.6% | +11.2% | -38.8% | -29.4% |
| 3M | -23.3% | -14.8% | -8.5% | -20.5% |
| 6M | -12.4% | +17.3% | -29.7% | -16.9% |
| YTD | +23.7% | -6.2% | +29.9% | +25.3% |
| 1Y | +26.2% | +2.3% | +23.8% | +28.1% |
| All | +26.2% | +2.3% | +23.9% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling