+157,277.0%
KLAC vs IP
+364.8%
+156,912.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.2% | +5.1% | +6.4% |
| 7D | +5.7% | -5.3% | +11.0% | +8.1% |
| 30D | -3.6% | -10.9% | +7.2% | +0.9% |
| 3M | -12.8% | +11.2% | -24.0% | -17.4% |
| 6M | +26.1% | -10.2% | +36.3% | +29.3% |
| YTD | +53.3% | -2.0% | +55.3% | +50.3% |
| 1Y | +113.7% | -19.1% | +132.8% | +124.3% |
| 3Y | +274.9% | +20.9% | +254.0% | +220.4% |
| 5Y | +470.1% | -17.8% | +488.0% | +467.6% |
| 10Y | +2,997.0% | +23.5% | +2,973.5% | +2,395.9% |
| All | +157,277.0% | +364.8% | +156,912.2% | +57,844.4% |
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