+26.2%
KLAC vs IVZ
+30.5%
-4.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.2% | -8.3% | -6.9% |
| 7D | -5.7% | +2.6% | -8.3% | -7.4% |
| 30D | -27.6% | -3.5% | -24.1% | -25.8% |
| 3M | -23.3% | -7.4% | -15.9% | -19.3% |
| 6M | -12.4% | +14.7% | -27.1% | -19.3% |
| YTD | +23.7% | +14.6% | +9.1% | +12.8% |
| 1Y | +26.2% | +30.7% | -4.5% | +9.6% |
| All | +26.2% | +30.5% | -4.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling