+2,032.7%
KLAC vs IR
+288.5%
+1,744.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +6.5% |
| 7D | +5.7% | -2.8% | +8.6% | +7.6% |
| 30D | -3.6% | -15.1% | +11.5% | +6.5% |
| 3M | -12.8% | +6.1% | -18.9% | -16.2% |
| 6M | +26.1% | -16.8% | +42.9% | +40.4% |
| YTD | +53.3% | -3.5% | +56.9% | +55.5% |
| 1Y | +113.7% | -3.5% | +117.2% | +116.3% |
| 3Y | +274.9% | +9.5% | +265.4% | +253.2% |
| 5Y | +470.1% | +45.1% | +425.1% | +360.8% |
| All | +2,032.7% | +288.5% | +1,744.2% | +1,102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling