+157,277.0%
KLAC vs VFC
+845.1%
+156,431.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +5.0% | +6.5% |
| 7D | +5.7% | -1.6% | +7.3% | +6.4% |
| 30D | -3.6% | -11.6% | +8.0% | +0.7% |
| 3M | -12.8% | -18.1% | +5.3% | -7.1% |
| 6M | +26.1% | -27.4% | +53.4% | +39.7% |
| YTD | +53.3% | -24.8% | +78.1% | +66.9% |
| 1Y | +113.7% | -8.2% | +121.9% | +112.8% |
| 3Y | +274.9% | -29.1% | +304.0% | +248.2% |
| 5Y | +470.1% | -79.2% | +549.3% | +752.5% |
| 10Y | +2,997.0% | -68.1% | +3,065.1% | +3,600.3% |
| All | +157,277.0% | +845.1% | +156,431.8% | +60,666.6% |
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