+129,057.7%
KLAC vs VFC
+1,363.4%
+127,694.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -4.3% |
| 7D | +10.0% | +1.6% | +8.4% | +9.3% |
| 30D | -14.8% | +25.5% | -40.3% | -21.8% |
| 3M | -27.2% | +41.3% | -68.4% | -36.2% |
| 6M | -17.5% | +22.2% | -39.7% | -24.6% |
| YTD | +25.8% | +16.4% | +9.4% | +16.1% |
| 1Y | +31.8% | +38.4% | -6.6% | +13.4% |
| 3Y | +195.3% | +56.2% | +139.1% | +107.7% |
| 5Y | +285.9% | -68.2% | +354.1% | +394.2% |
| 10Y | +2,247.6% | -48.4% | +2,296.0% | +2,240.9% |
| All | +129,057.7% | +1,363.4% | +127,694.3% | +42,193.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling