+2,896.3%
KLAC vs VRSK
+126.1%
+2,770.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.7% | -5.2% | +2.5% | -0.4% |
| 30D | -13.2% | -2.3% | -10.8% | -12.8% |
| 3M | -25.0% | -2.9% | -22.1% | -26.6% |
| 6M | +23.6% | -12.8% | +36.4% | +26.5% |
| YTD | +49.2% | -20.8% | +70.0% | +60.2% |
| 1Y | +89.3% | -33.2% | +122.5% | +124.4% |
| 3Y | +274.4% | -26.6% | +300.9% | +290.5% |
| 5Y | +440.9% | -11.3% | +452.3% | +373.1% |
| All | +2,896.3% | +126.1% | +2,770.3% | +1,234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling