+2,896.3%
KLAC vs IVZ
+65.9%
+2,830.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | -2.7% | -2.4% | -0.3% | -1.4% |
| 30D | -13.2% | +3.0% | -16.2% | -14.6% |
| 3M | -25.0% | +14.9% | -39.9% | -30.4% |
| 6M | +23.6% | +36.7% | -13.1% | +4.8% |
| YTD | +49.2% | +25.7% | +23.5% | +32.1% |
| 1Y | +89.3% | +47.7% | +41.6% | +53.9% |
| 3Y | +274.4% | +138.8% | +135.5% | +127.7% |
| 5Y | +440.9% | +62.1% | +378.9% | +291.7% |
| All | +2,896.3% | +65.9% | +2,830.4% | +1,856.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling