+61,269.7%
KLAC vs IT
+5,645.5%
+55,624.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -7.4% | +9.2% | +4.3% |
| 7D | +10.6% | -9.1% | +19.7% | +13.8% |
| 30D | -4.5% | -7.0% | +2.5% | -3.1% |
| 3M | -10.3% | +7.6% | -17.9% | -16.4% |
| 6M | +40.9% | +2.1% | +38.8% | +31.0% |
| YTD | +56.1% | -31.6% | +87.7% | +64.9% |
| 1Y | +109.0% | -29.9% | +138.9% | +117.1% |
| 3Y | +288.8% | -51.3% | +340.1% | +352.4% |
| 5Y | +489.1% | -44.8% | +533.9% | +560.9% |
| 10Y | +3,041.8% | +91.4% | +2,950.4% | +2,145.2% |
| All | +61,269.7% | +5,645.5% | +55,624.2% | +13,649.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling