+447.7%
KLAC vs VIG
+62.2%
+385.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.2% |
| 7D | +6.2% | -1.2% | +7.3% | +8.5% |
| 30D | -5.0% | -2.8% | -2.2% | +0.2% |
| 3M | -14.4% | +2.5% | -16.9% | -18.0% |
| 6M | +28.3% | +8.1% | +20.2% | +11.8% |
| YTD | +51.1% | +9.6% | +41.5% | +29.4% |
| 1Y | +100.4% | +14.2% | +86.2% | +60.0% |
| 3Y | +276.3% | +56.1% | +220.2% | +76.8% |
| All | +447.7% | +62.2% | +385.5% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling