+286.1%
KLAC vs VMC
+42.8%
+243.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +10.0% | -1.3% | +11.3% | +11.0% |
| 30D | -14.8% | +15.5% | -30.3% | -22.6% |
| 3M | -27.2% | +0.6% | -27.8% | -27.8% |
| 6M | -17.5% | +2.1% | -19.5% | -20.5% |
| YTD | +25.8% | -1.6% | +27.4% | +22.7% |
| 1Y | +31.8% | -1.2% | +33.0% | +28.3% |
| 3Y | +195.3% | +35.3% | +160.0% | +116.4% |
| All | +286.1% | +42.8% | +243.3% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling