+113.7%
KLAC vs IT
-24.5%
+138.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.6% | +11.9% | +6.5% |
| 7D | +5.7% | -6.0% | +11.8% | +4.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.3% |
| 3M | -12.8% | +13.1% | -25.9% | -6.5% |
| 6M | +26.1% | +11.7% | +14.4% | +35.8% |
| YTD | +53.3% | -26.1% | +79.4% | +70.5% |
| 1Y | +113.7% | -21.3% | +134.9% | +140.7% |
| All | +113.7% | -24.5% | +138.1% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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