+239.8%
KLAC vs VLTO
+56.3%
+183.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.5% |
| 30D | -21.8% | +22.0% | -43.7% | -26.9% |
| 3M | -20.5% | +21.9% | -42.4% | -25.8% |
| 6M | -18.0% | +36.5% | -54.5% | -28.5% |
| YTD | +26.4% | +19.0% | +7.4% | +19.3% |
| 1Y | +26.3% | +21.0% | +5.3% | +17.6% |
| 3Y | +193.3% | +69.9% | +123.4% | +149.5% |
| All | +239.8% | +56.3% | +183.5% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling