+195.3%
KLAC vs IR
+25.2%
+170.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | +10.0% | +2.5% | +7.5% | +8.0% |
| 30D | -14.8% | +9.2% | -24.0% | -19.9% |
| 3M | -27.2% | +0.9% | -28.1% | -27.5% |
| 6M | -17.5% | +19.2% | -36.7% | -28.1% |
| YTD | +25.8% | +7.5% | +18.3% | +17.1% |
| 1Y | +31.8% | +11.7% | +20.1% | +18.5% |
| 3Y | +195.3% | +23.9% | +171.4% | +134.9% |
| All | +195.3% | +25.2% | +170.1% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling