+649.9%
KLAC vs ROIV
+295.0%
+354.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +18.8% | -16.9% | -1.5% |
| 7D | +10.6% | +20.2% | -9.6% | +6.8% |
| 30D | -4.5% | +14.1% | -18.6% | -7.0% |
| 3M | -10.3% | +45.6% | -55.8% | -16.1% |
| 6M | +40.9% | +44.1% | -3.2% | +31.7% |
| YTD | +56.1% | +91.2% | -35.0% | +38.9% |
| 1Y | +109.0% | +221.3% | -112.3% | +71.0% |
| 3Y | +288.8% | +229.2% | +59.6% | +211.5% |
| 5Y | +489.1% | +316.5% | +172.7% | +320.3% |
| All | +649.9% | +295.0% | +354.9% | +452.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling