+252.2%
KLAC vs IVV
+67.9%
+184.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.1% |
| 7D | -12.3% | -2.7% | -9.6% | -7.2% |
| 30D | -29.6% | -5.4% | -24.3% | -21.3% |
| 3M | -28.2% | -4.1% | -24.2% | -21.7% |
| 6M | -23.6% | +0.7% | -24.3% | -22.2% |
| YTD | +14.4% | +8.7% | +5.7% | +2.8% |
| 1Y | +15.4% | +11.0% | +4.4% | +0.4% |
| 3Y | +184.3% | +75.4% | +108.9% | +19.7% |
| All | +252.2% | +67.9% | +184.3% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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