+2,896.3%
KLAC vs VCLT
+17.1%
+2,879.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -1.4% | -1.3% | -1.7% |
| 30D | -13.2% | -1.2% | -12.0% | -12.4% |
| 3M | -25.0% | -4.8% | -20.2% | -22.3% |
| 6M | +23.6% | -2.6% | +26.2% | +26.5% |
| YTD | +49.2% | -3.3% | +52.6% | +53.7% |
| 1Y | +89.3% | -4.8% | +94.1% | +97.0% |
| 3Y | +274.4% | +11.5% | +262.8% | +248.4% |
| 5Y | +440.9% | -17.0% | +457.9% | +505.3% |
| All | +2,896.3% | +17.1% | +2,879.2% | +2,822.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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