+270.8%
KLAC vs IP
+21.5%
+249.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.7% |
| 7D | +5.7% | -5.3% | +11.0% | +7.3% |
| 30D | -3.6% | -10.9% | +7.2% | -0.7% |
| 3M | -12.8% | +11.2% | -24.0% | -16.1% |
| 6M | +26.1% | -10.2% | +36.3% | +27.7% |
| YTD | +53.3% | -2.0% | +55.3% | +51.2% |
| 1Y | +113.7% | -19.1% | +132.8% | +122.1% |
| All | +270.8% | +21.5% | +249.3% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling