-12.8%
KLAC vs VLTO
+11.9%
-24.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +5.3% |
| 7D | +5.7% | -2.3% | +8.0% | +2.9% |
| 30D | -3.6% | -0.9% | -2.8% | -4.4% |
| 3M | -12.8% | +13.8% | -26.6% | +13.3% |
| All | -12.8% | +11.9% | -24.7% | +13.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling