+4,944.8%
KLAC vs IVV
+727.1%
+4,217.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.2% |
| 7D | -12.3% | -2.7% | -9.6% | -8.2% |
| 30D | -29.6% | -5.4% | -24.3% | -23.0% |
| 3M | -28.2% | -4.1% | -24.2% | -23.0% |
| 6M | -23.6% | +0.7% | -24.3% | -22.3% |
| YTD | +14.4% | +8.7% | +5.7% | +5.2% |
| 1Y | +15.4% | +11.0% | +4.4% | +3.3% |
| 3Y | +184.3% | +75.4% | +108.9% | +38.2% |
| 5Y | +248.9% | +68.3% | +180.5% | +88.1% |
| 10Y | +2,076.9% | +315.5% | +1,761.4% | +259.8% |
| All | +4,944.8% | +727.1% | +4,217.7% | +381.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling