+2,896.3%
KLAC vs VFC
-69.1%
+2,965.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +0.5% |
| 7D | -2.7% | -1.4% | -1.3% | -2.2% |
| 30D | -13.2% | -9.0% | -4.2% | -10.5% |
| 3M | -25.0% | -24.2% | -0.8% | -18.6% |
| 6M | +23.6% | -18.5% | +42.1% | +30.6% |
| YTD | +49.2% | -25.9% | +75.1% | +62.0% |
| 1Y | +89.3% | -13.0% | +102.3% | +92.3% |
| 3Y | +274.4% | -20.3% | +294.7% | +235.2% |
| 5Y | +440.9% | -78.1% | +519.0% | +785.3% |
| All | +2,896.3% | -69.1% | +2,965.4% | +4,272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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