+319.8%
KLAC vs VLTO
+26.2%
+293.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +10.6% | -1.6% | +12.2% | +11.2% |
| 30D | -4.5% | -2.9% | -1.6% | -3.6% |
| 3M | -10.3% | +12.7% | -22.9% | -16.6% |
| 6M | +40.9% | +1.6% | +39.3% | +38.5% |
| YTD | +56.1% | -4.0% | +60.1% | +58.6% |
| 1Y | +109.0% | -10.2% | +119.2% | +120.9% |
| All | +319.8% | +26.2% | +293.6% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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