+160,142.9%
KLAC vs VMC
+3,191.4%
+156,951.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.5% |
| 7D | +10.6% | -0.5% | +11.1% | +10.8% |
| 30D | -4.5% | -9.1% | +4.6% | -0.8% |
| 3M | -10.3% | -4.1% | -6.1% | -9.4% |
| 6M | +40.9% | -5.5% | +46.4% | +42.8% |
| YTD | +56.1% | -8.9% | +65.0% | +60.2% |
| 1Y | +109.0% | -12.9% | +122.0% | +118.3% |
| 3Y | +288.8% | +22.1% | +266.7% | +252.2% |
| 5Y | +489.1% | +52.7% | +436.4% | +391.0% |
| 10Y | +3,041.8% | +152.7% | +2,889.0% | +1,922.9% |
| All | +160,142.9% | +3,191.4% | +156,951.5% | +49,666.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling