+500.7%
KLAC vs ROIV
+287.3%
+213.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.6% | +4.7% | +8.5% |
| 7D | -1.1% | +13.3% | -14.4% | -3.2% |
| 30D | -22.6% | +14.8% | -37.4% | -24.4% |
| 3M | -23.5% | +11.9% | -35.4% | -25.3% |
| 6M | -18.8% | +42.4% | -61.2% | -24.0% |
| YTD | +25.0% | +87.4% | -62.4% | +11.6% |
| 1Y | +27.5% | +97.2% | -69.7% | +12.7% |
| 3Y | +206.1% | +375.7% | -169.5% | +136.3% |
| 5Y | +281.0% | +379.0% | -98.0% | +159.6% |
| All | +500.7% | +287.3% | +213.4% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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