+291.6%
KLAC vs VFC
-25.6%
+317.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.2% |
| 7D | +10.6% | +0.8% | +9.7% | +10.4% |
| 30D | -4.5% | -11.9% | +7.4% | -2.0% |
| 3M | -10.3% | -20.2% | +9.9% | -6.2% |
| 6M | +40.9% | -23.0% | +63.9% | +47.9% |
| YTD | +56.1% | -26.2% | +82.3% | +64.9% |
| 1Y | +109.0% | -13.3% | +122.4% | +112.7% |
| All | +291.6% | -25.6% | +317.2% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling