+433.3%
KLAC vs VMC
+47.0%
+386.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.4% |
| 7D | -2.7% | -3.8% | +1.1% | -0.3% |
| 30D | -13.2% | -9.7% | -3.5% | -7.5% |
| 3M | -25.0% | -9.6% | -15.4% | -21.4% |
| 6M | +23.6% | -4.8% | +28.4% | +24.5% |
| YTD | +49.2% | -10.9% | +60.1% | +55.7% |
| 1Y | +89.3% | -15.6% | +104.9% | +104.8% |
| 3Y | +274.4% | +19.3% | +255.0% | +203.3% |
| All | +433.3% | +47.0% | +386.3% | +260.6% |
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