+470.0%
KLAC vs ROIV
+250.7%
+219.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +7.1% |
| 7D | +5.7% | +0.6% | +5.1% | +5.6% |
| 30D | -3.6% | +1.0% | -4.6% | -3.8% |
| 3M | -12.8% | +18.3% | -31.1% | -15.1% |
| 6M | +26.1% | +18.3% | +7.7% | +22.4% |
| YTD | +53.3% | +61.0% | -7.7% | +41.2% |
| 1Y | +113.7% | +177.9% | -64.2% | +80.4% |
| 3Y | +274.9% | +199.1% | +75.8% | +208.2% |
| All | +470.0% | +250.7% | +219.3% | +296.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling