+16,621.0%
KLAC vs IVZ
+1,090.9%
+15,530.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.7% |
| 7D | +10.6% | +1.1% | +9.5% | +10.1% |
| 30D | -4.5% | +3.1% | -7.6% | -5.8% |
| 3M | -10.3% | +18.2% | -28.4% | -16.2% |
| 6M | +40.9% | +38.6% | +2.3% | +23.1% |
| YTD | +56.1% | +25.9% | +30.2% | +41.9% |
| 1Y | +109.0% | +51.7% | +57.4% | +75.8% |
| 3Y | +288.8% | +138.7% | +150.2% | +164.7% |
| 5Y | +489.1% | +62.8% | +426.4% | +363.7% |
| 10Y | +3,041.8% | +60.9% | +2,980.8% | +2,167.3% |
| All | +16,621.0% | +1,090.9% | +15,530.1% | +4,923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling