+26.2%
KLAC vs IR
+11.7%
+14.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -5.7% | +11.6% | -17.2% | -12.3% |
| 30D | -27.6% | +7.2% | -34.8% | -30.8% |
| 3M | -23.3% | -5.9% | -17.4% | -20.6% |
| 6M | -12.4% | +11.5% | -23.8% | -19.2% |
| YTD | +23.7% | +6.3% | +17.4% | +17.8% |
| 1Y | +26.2% | +9.1% | +17.1% | +20.3% |
| All | +26.2% | +11.7% | +14.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling