+538.9%
KLAC vs ROIV
+298.6%
+240.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.9% |
| 7D | +7.5% | +9.5% | -2.0% | +5.9% |
| 30D | -15.3% | +21.0% | -36.3% | -18.1% |
| 3M | -19.6% | +18.7% | -38.3% | -22.3% |
| 6M | -12.5% | +44.5% | -57.0% | -18.3% |
| YTD | +33.0% | +92.9% | -59.9% | +18.1% |
| 1Y | +35.9% | +100.2% | -64.3% | +19.8% |
| 3Y | +208.6% | +375.0% | -166.4% | +137.8% |
| 5Y | +309.5% | +435.2% | -125.7% | +175.7% |
| All | +538.9% | +298.6% | +240.4% | +369.3% |
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