+2,247.0%
KLAC vs IP
+20.8%
+2,226.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.8% |
| 7D | +10.0% | -0.3% | +10.3% | +10.2% |
| 30D | -14.8% | +7.9% | -22.7% | -17.7% |
| 3M | -27.2% | -15.3% | -11.9% | -21.8% |
| 6M | -17.5% | +10.5% | -28.0% | -22.6% |
| YTD | +25.8% | -9.4% | +35.2% | +26.8% |
| 1Y | +31.8% | -4.6% | +36.5% | +29.2% |
| 3Y | +195.3% | +21.2% | +174.1% | +137.6% |
| 5Y | +285.9% | -13.3% | +299.3% | +269.6% |
| All | +2,247.0% | +20.8% | +2,226.1% | +1,650.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling