+171.1%
KLAC vs VIK
+221.3%
-50.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | +2.5% | -1.8% | +4.3% | +3.5% |
| 30D | -11.5% | -17.3% | +5.8% | -2.3% |
| 3M | -16.9% | -5.1% | -11.9% | -14.2% |
| 6M | +22.2% | +16.2% | +6.0% | +12.6% |
| YTD | +46.4% | +17.6% | +28.7% | +33.5% |
| 1Y | +91.0% | +33.5% | +57.5% | +62.4% |
| All | +171.1% | +221.3% | -50.2% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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