+279.1%
KLAC vs VCLT
+12.6%
+266.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.0% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | -14.4% | -2.9% | -11.5% | -12.1% |
| 6M | +28.3% | -4.0% | +32.3% | +32.9% |
| YTD | +51.1% | -2.2% | +53.3% | +54.9% |
| 1Y | +100.4% | -2.6% | +103.0% | +106.0% |
| All | +279.1% | +12.6% | +266.4% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling