-24.9%
KLAC vs IP
+11.3%
-36.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.3% | -4.0% | -9.4% | -12.1% |
| 7D | -22.5% | -5.0% | -17.5% | -21.2% |
| 30D | -34.3% | +6.5% | -40.8% | -35.3% |
| 3M | -32.6% | -18.0% | -14.6% | -28.1% |
| 6M | -24.9% | +10.3% | -35.2% | -32.7% |
| All | -24.9% | +11.3% | -36.2% | -32.7% |
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