+2,247.0%
KLAC vs V
+458.1%
+1,788.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -4.2% |
| 7D | +10.0% | +0.9% | +9.1% | +9.2% |
| 30D | -14.8% | +9.0% | -23.8% | -20.6% |
| 3M | -27.2% | +16.7% | -43.9% | -36.1% |
| 6M | -17.5% | +33.4% | -50.9% | -36.5% |
| YTD | +25.8% | +22.4% | +3.5% | +3.0% |
| 1Y | +31.8% | +27.7% | +4.1% | +3.8% |
| 3Y | +195.3% | +78.0% | +117.3% | +69.1% |
| 5Y | +285.9% | +108.5% | +177.4% | +90.1% |
| All | +2,247.0% | +458.1% | +1,788.9% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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