+2,896.3%
KLAC vs VIG
+250.0%
+2,646.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +0.7% |
| 7D | -2.7% | -1.1% | -1.6% | -0.9% |
| 30D | -13.2% | -2.7% | -10.4% | -9.1% |
| 3M | -25.0% | +2.5% | -27.6% | -28.0% |
| 6M | +23.6% | +9.2% | +14.4% | +7.6% |
| YTD | +49.2% | +9.8% | +39.4% | +29.6% |
| 1Y | +89.3% | +12.4% | +76.9% | +59.1% |
| 3Y | +274.4% | +55.9% | +218.5% | +91.3% |
| 5Y | +440.9% | +63.9% | +377.0% | +165.9% |
| All | +2,896.3% | +250.0% | +2,646.3% | +429.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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