+60.3%
KLAC vs IRE
-84.0%
+144.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.6% | -2.3% |
| 7D | +6.2% | +29.0% | -22.9% | +2.6% |
| 30D | -5.0% | +24.2% | -29.2% | -8.7% |
| 3M | -14.4% | -53.2% | +38.8% | -11.1% |
| 6M | +28.3% | -36.0% | +64.3% | +23.2% |
| YTD | +51.1% | -51.0% | +102.1% | +45.0% |
| All | +60.3% | -84.0% | +144.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling