+10,141.5%
KLAC vs VCLT
+103.4%
+10,038.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -3.6% | -0.9% | -2.8% | -3.3% |
| 3M | -12.8% | -3.2% | -9.6% | -11.7% |
| 6M | +26.1% | -3.8% | +29.9% | +28.0% |
| YTD | +53.3% | -2.0% | +55.3% | +54.8% |
| 1Y | +113.7% | -0.8% | +114.5% | +115.0% |
| 3Y | +274.9% | +12.3% | +262.6% | +263.5% |
| 5Y | +470.1% | -15.4% | +485.6% | +474.3% |
| 10Y | +2,997.0% | +15.7% | +2,981.3% | +3,157.6% |
| All | +10,141.5% | +103.4% | +10,038.1% | +18,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling