-12.5%
KLAC vs IP
+7.8%
-20.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.7% |
| 7D | +7.5% | -2.8% | +10.3% | +8.6% |
| 30D | -15.3% | +9.2% | -24.5% | -17.1% |
| 3M | -19.6% | -16.1% | -3.5% | -15.2% |
| 6M | -12.5% | +9.6% | -22.1% | -20.0% |
| All | -12.5% | +7.8% | -20.3% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling