+150.6%
KLAC vs VG
-39.3%
+189.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.4% |
| 7D | +5.7% | +1.7% | +4.0% | +5.6% |
| 30D | -3.6% | +16.0% | -19.6% | -4.9% |
| 3M | -12.8% | +9.7% | -22.5% | -13.9% |
| 6M | +26.1% | +29.6% | -3.5% | +18.3% |
| YTD | +53.3% | +112.0% | -58.7% | +29.5% |
| 1Y | +113.7% | +12.8% | +100.9% | +102.8% |
| All | +150.6% | -39.3% | +189.9% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling