+1,388.7%
KLAC vs VRT
+2,012.3%
-623.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.9% |
| 7D | +21.2% | +18.6% | +2.6% | +13.1% |
| 30D | -14.5% | -11.7% | -2.9% | -10.4% |
| 3M | -24.4% | -27.3% | +2.9% | -14.5% |
| 6M | -12.9% | -42.9% | +29.9% | +8.5% |
| YTD | +29.9% | +29.5% | +0.4% | +17.5% |
| 1Y | +31.9% | +21.0% | +10.9% | +21.9% |
| 3Y | +201.5% | +403.1% | -201.6% | +51.1% |
| 5Y | +298.6% | +688.8% | -390.3% | +50.2% |
| All | +1,388.7% | +2,012.3% | -623.6% | +297.8% |
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