+7,840.3%
KLAC vs V
+3,141.1%
+4,699.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -21.8% | +9.7% | -31.5% | -26.3% |
| 3M | -20.5% | +17.3% | -37.8% | -28.4% |
| 6M | -18.0% | +33.2% | -51.2% | -32.8% |
| YTD | +26.4% | +21.3% | +5.0% | +9.0% |
| 1Y | +26.3% | +27.3% | -1.0% | +5.5% |
| 3Y | +193.3% | +76.1% | +117.2% | +97.9% |
| 5Y | +297.2% | +103.5% | +193.8% | +145.7% |
| 10Y | +2,288.0% | +454.5% | +1,833.5% | +789.2% |
| All | +7,840.3% | +3,141.1% | +4,699.2% | +1,105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling