+489.1%
KLAC vs IR
+46.5%
+442.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +3.1% |
| 7D | +10.6% | +0.6% | +10.0% | +10.0% |
| 30D | -4.5% | -13.6% | +9.1% | +7.3% |
| 3M | -10.3% | +3.7% | -13.9% | -13.6% |
| 6M | +40.9% | -13.1% | +53.9% | +55.8% |
| YTD | +56.1% | -5.1% | +61.2% | +59.4% |
| 1Y | +109.0% | -6.5% | +115.5% | +115.2% |
| 3Y | +288.8% | +8.5% | +280.3% | +241.5% |
| 5Y | +489.1% | +43.3% | +445.8% | +299.0% |
| All | +489.1% | +46.5% | +442.6% | +299.0% |
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