+23,506.5%
KLAC vs IRM
+9,964.6%
+13,541.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.6% | +5.7% | +6.7% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -3.6% | -8.1% | +4.5% | -0.5% |
| 3M | -12.8% | -9.7% | -3.1% | -9.0% |
| 6M | +26.1% | +10.0% | +16.1% | +21.7% |
| YTD | +53.3% | +43.0% | +10.3% | +34.0% |
| 1Y | +113.7% | +32.7% | +81.0% | +91.6% |
| 3Y | +274.9% | +102.7% | +172.2% | +183.2% |
| 5Y | +470.1% | +187.6% | +282.6% | +275.0% |
| 10Y | +2,997.0% | +420.1% | +2,576.9% | +1,474.9% |
| All | +23,506.5% | +9,964.6% | +13,541.9% | +5,291.4% |
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