+430.6%
KLAC vs VCLT
-17.3%
+447.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -2.0% | -2.2% |
| 7D | +2.5% | -1.3% | +3.7% | +3.5% |
| 30D | -11.5% | -1.1% | -10.4% | -10.7% |
| 3M | -16.9% | -3.7% | -13.3% | -14.4% |
| 6M | +22.2% | -4.0% | +26.3% | +26.6% |
| YTD | +46.4% | -3.4% | +49.7% | +51.1% |
| 1Y | +91.0% | -4.1% | +95.1% | +98.2% |
| 3Y | +264.6% | +11.0% | +253.6% | +240.1% |
| 5Y | +430.6% | -17.0% | +447.6% | +472.8% |
| All | +430.6% | -17.3% | +447.9% | +472.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling