+2,001.8%
KLAC vs IR
+274.4%
+1,727.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.0% |
| 7D | +6.2% | -1.9% | +8.1% | +7.5% |
| 30D | -5.0% | -15.0% | +10.1% | +4.9% |
| 3M | -14.4% | -0.4% | -14.0% | -14.5% |
| 6M | +28.3% | -15.0% | +43.3% | +40.9% |
| YTD | +51.1% | -7.1% | +58.1% | +56.7% |
| 1Y | +100.4% | -7.5% | +107.9% | +108.2% |
| 3Y | +276.3% | +6.3% | +270.0% | +261.3% |
| 5Y | +452.1% | +37.3% | +414.7% | +360.4% |
| All | +2,001.8% | +274.4% | +1,727.5% | +1,112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling