+105.6%
KLAC vs VG
-44.6%
+150.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | +10.0% | +14.0% | -4.0% | +8.8% |
| 30D | -14.8% | -1.0% | -13.8% | -14.8% |
| 3M | -27.2% | -2.7% | -24.5% | -27.2% |
| 6M | -17.5% | +1.5% | -18.9% | -18.4% |
| YTD | +25.8% | +93.7% | -67.9% | +6.8% |
| 1Y | +31.8% | +68.5% | -36.7% | +14.8% |
| All | +105.6% | -44.6% | +150.2% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling