+452.1%
KLAC vs VFC
-78.7%
+530.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.6% |
| 7D | +6.2% | -2.3% | +8.5% | +6.9% |
| 30D | -5.0% | -13.4% | +8.4% | -1.5% |
| 3M | -14.4% | -23.7% | +9.3% | -8.7% |
| 6M | +28.3% | -24.5% | +52.8% | +36.7% |
| YTD | +51.1% | -27.8% | +78.9% | +62.4% |
| 1Y | +100.4% | -13.5% | +113.8% | +104.0% |
| 3Y | +276.3% | -27.1% | +303.5% | +267.4% |
| 5Y | +452.1% | -79.0% | +531.1% | +893.0% |
| All | +452.1% | -78.7% | +530.7% | +893.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling