+1,631.1%
KLAC vs VRT
+2,548.2%
-917.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | +0.7% |
| 7D | +6.2% | +2.4% | +3.8% | +5.0% |
| 30D | -5.0% | -2.7% | -2.3% | -4.1% |
| 3M | -14.4% | -9.2% | -5.2% | -10.6% |
| 6M | +28.3% | -0.5% | +28.8% | +28.6% |
| YTD | +51.1% | +62.3% | -11.2% | +25.1% |
| 1Y | +100.4% | +109.6% | -9.2% | +49.8% |
| 3Y | +276.3% | +573.1% | -296.7% | +68.1% |
| 5Y | +452.1% | +953.6% | -501.6% | +85.5% |
| All | +1,631.1% | +2,548.2% | -917.1% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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