+288.8%
KLAC vs VRT
+642.1%
-353.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.1% |
| 7D | +10.6% | +13.6% | -3.0% | +4.3% |
| 30D | -4.5% | +6.8% | -11.3% | -7.3% |
| 3M | -10.3% | -3.2% | -7.0% | -8.5% |
| 6M | +40.9% | +20.3% | +20.6% | +30.3% |
| YTD | +56.1% | +79.6% | -23.5% | +21.6% |
| 1Y | +109.0% | +139.0% | -30.0% | +44.1% |
| 3Y | +288.8% | +644.6% | -355.8% | +46.8% |
| All | +288.8% | +642.1% | -353.3% | +46.8% |
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 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