+257.6%
KLAC vs VLTO
+57.1%
+200.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.1% |
| 7D | +7.5% | +1.5% | +6.0% | +7.1% |
| 30D | -15.3% | +20.9% | -36.3% | -20.5% |
| 3M | -19.6% | +21.4% | -41.0% | -24.8% |
| 6M | -12.5% | +37.6% | -50.1% | -24.0% |
| YTD | +33.0% | +19.5% | +13.5% | +25.3% |
| 1Y | +35.9% | +22.0% | +13.9% | +26.1% |
| 3Y | +208.6% | +70.7% | +138.0% | +162.2% |
| All | +257.6% | +57.1% | +200.6% | +212.9% |
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