+274.4%
KLAC vs VIVK
-100.0%
+374.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -7.4% | +9.3% | +1.9% |
| 7D | -2.7% | -4.4% | +1.7% | -2.7% |
| 30D | -13.2% | -40.8% | +27.7% | -13.3% |
| 3M | -25.0% | -94.1% | +69.1% | -25.7% |
| 6M | +23.6% | -98.2% | +121.8% | +22.3% |
| YTD | +49.2% | -98.0% | +147.2% | +47.2% |
| 1Y | +89.3% | -100.0% | +189.3% | +87.0% |
| 3Y | +274.4% | -100.0% | +374.3% | +240.4% |
| All | +274.4% | -100.0% | +374.3% | +240.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling