+206.1%
KLAC vs VRT
+398.5%
-192.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +9.6% | -0.3% | +4.7% |
| 7D | -1.1% | -10.6% | +9.5% | +4.1% |
| 30D | -22.6% | -17.4% | -5.2% | -15.7% |
| 3M | -23.5% | -26.4% | +2.9% | -12.4% |
| 6M | -18.8% | -41.0% | +22.2% | +2.6% |
| YTD | +25.0% | +23.8% | +1.2% | +14.7% |
| 1Y | +27.5% | +11.6% | +15.9% | +21.4% |
| 3Y | +206.1% | +403.5% | -197.3% | +27.6% |
| All | +206.1% | +398.5% | -192.4% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling