+100.4%
KLAC vs VRT
+112.1%
-11.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | +2.2% |
| 7D | +6.2% | +2.4% | +3.8% | +4.5% |
| 30D | -5.0% | -2.7% | -2.3% | -3.9% |
| 3M | -14.4% | -9.2% | -5.2% | -8.8% |
| 6M | +28.3% | -0.5% | +28.8% | +29.2% |
| YTD | +51.1% | +62.3% | -11.2% | +20.7% |
| 1Y | +100.4% | +109.6% | -9.2% | +44.6% |
| All | +100.4% | +112.1% | -11.7% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling