+430.6%
KLAC vs IT
-46.1%
+476.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | +2.5% | -12.7% | +15.2% | +6.1% |
| 30D | -11.5% | -8.9% | -2.6% | -9.8% |
| 3M | -16.9% | +10.1% | -27.1% | -22.2% |
| 6M | +22.2% | +7.3% | +15.0% | +12.8% |
| YTD | +46.4% | -32.4% | +78.7% | +68.0% |
| 1Y | +91.0% | -26.6% | +117.6% | +105.9% |
| 3Y | +264.6% | -51.8% | +316.4% | +387.6% |
| 5Y | +430.6% | -45.6% | +476.2% | +521.1% |
| All | +430.6% | -46.1% | +476.7% | +521.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling