+91.0%
KLAC vs VFC
-14.7%
+105.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.6% | -2.7% |
| 7D | +2.5% | -3.3% | +5.7% | +3.5% |
| 30D | -11.5% | -14.0% | +2.5% | -7.5% |
| 3M | -16.9% | -22.6% | +5.6% | -10.6% |
| 6M | +22.2% | -24.7% | +47.0% | +31.6% |
| YTD | +46.4% | -29.0% | +75.3% | +59.1% |
| 1Y | +91.0% | -13.8% | +104.8% | +93.4% |
| All | +91.0% | -14.7% | +105.8% | +93.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling