+507.1%
KLAC vs ROIV
+292.3%
+214.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.8% |
| 7D | -2.1% | +14.3% | -16.3% | -4.3% |
| 30D | -21.8% | +16.2% | -38.0% | -23.8% |
| 3M | -20.5% | +15.1% | -35.7% | -22.8% |
| 6M | -18.0% | +44.2% | -62.2% | -23.3% |
| YTD | +26.4% | +89.8% | -63.4% | +12.5% |
| 1Y | +26.3% | +94.6% | -68.3% | +11.8% |
| 3Y | +193.3% | +367.5% | -174.3% | +126.6% |
| 5Y | +297.2% | +421.4% | -124.2% | +168.4% |
| All | +507.1% | +292.3% | +214.8% | +347.1% |
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