+113.7%
KLAC vs VIVK
-100.0%
+213.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -12.3% | +19.6% | +7.3% |
| 7D | +5.7% | -1.4% | +7.1% | +5.7% |
| 30D | -3.6% | -43.6% | +40.0% | -3.6% |
| 3M | -12.8% | -95.1% | +82.3% | -12.7% |
| 6M | +26.1% | -98.2% | +124.3% | +26.3% |
| YTD | +53.3% | -97.9% | +151.2% | +51.8% |
| 1Y | +113.7% | -100.0% | +213.6% | +127.9% |
| All | +113.7% | -100.0% | +213.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling