+279.1%
KLAC vs IT
-52.2%
+331.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.1% |
| 7D | +6.2% | -9.1% | +15.3% | +6.8% |
| 30D | -5.0% | -12.2% | +7.2% | -4.2% |
| 3M | -14.4% | +7.8% | -22.2% | -15.2% |
| 6M | +28.3% | +2.0% | +26.3% | +27.5% |
| YTD | +51.1% | -32.7% | +83.8% | +71.3% |
| 1Y | +100.4% | -31.1% | +131.5% | +123.0% |
| All | +279.1% | -52.2% | +331.2% | +445.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling