+430.6%
KLAC vs IYR
+4.5%
+426.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.4% |
| 7D | +2.5% | -2.8% | +5.3% | +4.7% |
| 30D | -11.5% | -2.5% | -9.0% | -9.8% |
| 3M | -16.9% | -3.0% | -14.0% | -16.0% |
| 6M | +22.2% | +1.6% | +20.6% | +18.7% |
| YTD | +46.4% | +7.3% | +39.1% | +36.2% |
| 1Y | +91.0% | +5.6% | +85.4% | +79.8% |
| 3Y | +264.6% | +28.1% | +236.4% | +183.0% |
| 5Y | +430.6% | +6.1% | +424.5% | +425.2% |
| All | +430.6% | +4.5% | +426.1% | +425.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling