+489.1%
KLAC vs VRT
+994.5%
-505.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.3% |
| 7D | +10.6% | +13.6% | -3.0% | +5.0% |
| 30D | -4.5% | +6.8% | -11.3% | -7.0% |
| 3M | -10.3% | -3.2% | -7.0% | -8.6% |
| 6M | +40.9% | +20.3% | +20.6% | +31.5% |
| YTD | +56.1% | +79.6% | -23.5% | +24.7% |
| 1Y | +109.0% | +139.0% | -30.0% | +49.5% |
| 3Y | +288.8% | +644.6% | -355.8% | +71.1% |
| 5Y | +489.1% | +1,024.4% | -535.2% | +88.1% |
| All | +489.1% | +994.5% | -505.3% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling