+19,273.6%
KLAC vs IRM
+9,772.9%
+9,500.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.9% |
| 7D | +10.0% | +6.8% | +3.2% | +7.3% |
| 30D | -14.8% | +2.6% | -17.4% | -15.2% |
| 3M | -27.2% | -9.5% | -17.7% | -23.9% |
| 6M | -17.5% | -8.5% | -9.0% | -13.8% |
| YTD | +25.8% | +40.3% | -14.5% | +11.4% |
| 1Y | +31.8% | +28.7% | +3.1% | +20.4% |
| 3Y | +195.3% | +111.8% | +83.5% | +120.7% |
| 5Y | +285.9% | +189.1% | +96.8% | +155.3% |
| 10Y | +2,247.6% | +519.8% | +1,727.8% | +1,034.5% |
| All | +19,273.6% | +9,772.9% | +9,500.8% | +4,379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling