+2,982.1%
KLAC vs IP
+23.2%
+2,958.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.3% |
| 7D | +5.7% | -5.3% | +11.0% | +8.3% |
| 30D | -3.6% | -10.9% | +7.2% | +1.3% |
| 3M | -12.8% | +11.2% | -24.0% | -18.0% |
| 6M | +26.1% | -10.2% | +36.3% | +29.6% |
| YTD | +53.3% | -2.0% | +55.3% | +49.6% |
| 1Y | +113.7% | -19.1% | +132.8% | +126.0% |
| 3Y | +274.9% | +20.9% | +254.0% | +205.7% |
| 5Y | +470.1% | -17.8% | +488.0% | +466.6% |
| All | +2,982.1% | +23.2% | +2,958.9% | +2,120.5% |
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