+155.1%
KLAC vs VG
-38.0%
+193.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.7% |
| 7D | +10.6% | -2.5% | +13.1% | +10.8% |
| 30D | -4.5% | +11.1% | -15.6% | -5.4% |
| 3M | -10.3% | +14.9% | -25.1% | -11.7% |
| 6M | +40.9% | +18.4% | +22.5% | +34.7% |
| YTD | +56.1% | +116.6% | -60.5% | +31.7% |
| 1Y | +109.0% | +9.4% | +99.7% | +100.2% |
| All | +155.1% | -38.0% | +193.2% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling