+274.4%
KLAC vs IYR
+29.0%
+245.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | -2.7% | -1.4% | -1.3% | -2.0% |
| 30D | -13.2% | -2.7% | -10.5% | -12.0% |
| 3M | -25.0% | -2.1% | -22.9% | -24.8% |
| 6M | +23.6% | +3.6% | +20.0% | +19.1% |
| YTD | +49.2% | +8.1% | +41.1% | +40.2% |
| 1Y | +89.3% | +4.7% | +84.6% | +81.3% |
| 3Y | +274.4% | +29.1% | +245.2% | +202.2% |
| All | +274.4% | +29.0% | +245.4% | +202.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling