+117,330.7%
KLAC vs IP
+331.0%
+116,999.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.8% | +6.3% |
| 7D | -12.3% | -5.1% | -7.2% | -10.3% |
| 30D | -29.6% | +8.5% | -38.2% | -32.0% |
| 3M | -28.2% | -13.8% | -14.4% | -24.1% |
| 6M | -23.6% | +5.7% | -29.3% | -26.4% |
| YTD | +14.4% | -9.1% | +23.5% | +15.3% |
| 1Y | +15.4% | -0.8% | +16.2% | +11.7% |
| 3Y | +184.3% | +14.8% | +169.5% | +147.6% |
| 5Y | +248.9% | -11.5% | +260.4% | +236.4% |
| 10Y | +2,076.9% | +27.9% | +2,049.0% | +1,628.2% |
| All | +117,330.7% | +331.0% | +116,999.7% | +44,352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling