+1,650.3%
KLAC vs IR
+332.9%
+1,317.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | +10.0% | +2.5% | +7.5% | +8.4% |
| 30D | -14.8% | +9.2% | -24.0% | -18.9% |
| 3M | -27.2% | +0.9% | -28.1% | -27.4% |
| 6M | -17.5% | +19.2% | -36.7% | -25.9% |
| YTD | +25.8% | +7.5% | +18.3% | +19.7% |
| 1Y | +31.8% | +11.7% | +20.1% | +22.2% |
| 3Y | +195.3% | +23.9% | +171.4% | +159.3% |
| 5Y | +285.9% | +46.4% | +239.6% | +206.9% |
| All | +1,650.3% | +332.9% | +1,317.4% | +826.0% |
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 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