+2,247.0%
KLAC vs VSH
+115.4%
+2,131.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -0.6% |
| 7D | +10.0% | +14.3% | -4.4% | +1.0% |
| 30D | -14.8% | -7.9% | -7.0% | -11.0% |
| 3M | -27.2% | -19.9% | -7.3% | -18.4% |
| 6M | -17.5% | -30.5% | +13.1% | -2.1% |
| YTD | +25.8% | +85.7% | -59.8% | -22.1% |
| 1Y | +31.8% | +98.9% | -67.1% | -22.2% |
| 3Y | +195.3% | +32.1% | +163.2% | +109.0% |
| 5Y | +285.9% | +39.7% | +246.3% | +163.4% |
| All | +2,247.0% | +115.4% | +2,131.6% | +1,129.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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