+452.1%
KLAC vs IRM
+190.5%
+261.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | +6.2% | +3.0% | +3.2% | +4.5% |
| 30D | -5.0% | -5.2% | +0.2% | -2.2% |
| 3M | -14.4% | -8.0% | -6.4% | -10.3% |
| 6M | +28.3% | +9.2% | +19.1% | +22.7% |
| YTD | +51.1% | +41.0% | +10.1% | +26.6% |
| 1Y | +100.4% | +23.3% | +77.1% | +78.9% |
| 3Y | +276.3% | +102.8% | +173.5% | +146.5% |
| 5Y | +452.1% | +192.8% | +259.3% | +186.8% |
| All | +452.1% | +190.5% | +261.6% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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