+5,855.1%
KLAC vs ITOT
+885.8%
+4,969.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | +6.2% | -0.4% | +6.5% | +6.7% |
| 30D | -5.0% | -1.6% | -3.4% | -2.9% |
| 3M | -14.4% | +3.5% | -17.9% | -17.3% |
| 6M | +28.3% | +13.1% | +15.2% | +11.1% |
| YTD | +51.1% | +12.7% | +38.4% | +32.5% |
| 1Y | +100.4% | +18.3% | +82.1% | +66.0% |
| 3Y | +276.3% | +76.4% | +200.0% | +93.1% |
| 5Y | +452.1% | +73.8% | +378.3% | +202.4% |
| 10Y | +2,986.0% | +301.2% | +2,684.8% | +574.1% |
| All | +5,855.1% | +885.8% | +4,969.2% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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