+26.3%
KLAC vs IP
-3.2%
+29.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -2.1% | 0.0% | -2.1% | -1.9% |
| 30D | -21.8% | +9.4% | -31.1% | -23.3% |
| 3M | -20.5% | -14.1% | -6.5% | -17.6% |
| 6M | -18.0% | +9.2% | -27.1% | -21.2% |
| YTD | +26.4% | -7.5% | +33.9% | +28.6% |
| 1Y | +26.3% | -2.8% | +29.1% | +28.1% |
| All | +26.3% | -3.2% | +29.5% | +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