+279.1%
KLAC vs V
+52.0%
+227.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.2% | -2.9% | +9.1% | +7.2% |
| 30D | -5.0% | +1.9% | -6.9% | -5.7% |
| 3M | -14.4% | +13.2% | -27.6% | -19.4% |
| 6M | +28.3% | +16.7% | +11.6% | +17.9% |
| YTD | +51.1% | +5.4% | +45.7% | +47.8% |
| 1Y | +100.4% | +7.7% | +92.7% | +92.7% |
| All | +279.1% | +52.0% | +227.1% | +184.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling