+309.5%
KLAC vs IR
+46.1%
+263.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.2% | +6.0% |
| 7D | +7.5% | +1.1% | +6.4% | +7.0% |
| 30D | -15.3% | +7.6% | -22.9% | -19.7% |
| 3M | -19.6% | +0.1% | -19.7% | -19.5% |
| 6M | -12.5% | +14.0% | -26.5% | -21.8% |
| YTD | +33.0% | +7.5% | +25.5% | +23.2% |
| 1Y | +35.9% | +10.1% | +25.8% | +22.9% |
| 3Y | +208.6% | +24.9% | +183.8% | +142.9% |
| 5Y | +309.5% | +46.9% | +262.6% | +173.2% |
| All | +309.5% | +46.1% | +263.4% | +173.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling