-17.8%
KLAC vs VG
+1.2%
-18.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.3% | +7.0% | +9.4% |
| 7D | -1.1% | -8.3% | +7.2% | -1.7% |
| 30D | -22.6% | -10.3% | -12.3% | -22.7% |
| 3M | -23.5% | -10.8% | -12.7% | -23.4% |
| All | -17.8% | +1.2% | -18.9% | -14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling