+26.2%
KLAC vs VMC
+3.7%
+22.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.6% | -8.7% | -5.2% |
| 7D | -5.7% | +12.3% | -18.0% | -8.7% |
| 30D | -27.6% | +21.2% | -48.8% | -31.6% |
| 3M | -23.3% | +4.6% | -27.9% | -24.0% |
| 6M | -12.4% | +3.9% | -16.2% | -14.3% |
| YTD | +23.7% | +5.0% | +18.8% | +13.5% |
| 1Y | +26.2% | +2.6% | +23.6% | +17.7% |
| All | +26.2% | +3.7% | +22.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling