+89.3%
KLAC vs VCLT
-4.4%
+93.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +1.9% |
| 7D | -2.7% | -1.4% | -1.3% | +0.2% |
| 30D | -13.2% | -1.2% | -12.0% | -10.9% |
| 3M | -25.0% | -4.8% | -20.2% | -16.5% |
| 6M | +23.6% | -2.6% | +26.2% | +32.9% |
| YTD | +49.2% | -3.3% | +52.6% | +62.7% |
| 1Y | +89.3% | -4.8% | +94.1% | +110.3% |
| All | +89.3% | -4.4% | +93.7% | +110.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling