+55.2%
KLAC vs IRE
-85.3%
+140.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.8% | +4.7% | -2.1% |
| 7D | +2.5% | +7.9% | -5.5% | +1.4% |
| 30D | -11.5% | +9.3% | -20.8% | -13.6% |
| 3M | -16.9% | -52.3% | +35.4% | -13.7% |
| 6M | +22.2% | -38.5% | +60.7% | +18.1% |
| YTD | +46.4% | -54.8% | +101.2% | +41.9% |
| All | +55.2% | -85.3% | +140.5% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling