+433.3%
KLAC vs VSH
+74.2%
+359.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.1% | -4.2% | -1.7% |
| 7D | -2.7% | +4.8% | -7.4% | -5.4% |
| 30D | -13.2% | -0.7% | -12.5% | -13.1% |
| 3M | -25.0% | -43.1% | +18.0% | +3.0% |
| 6M | +23.6% | +91.8% | -68.2% | -21.6% |
| YTD | +49.2% | +131.6% | -82.4% | -16.5% |
| 1Y | +89.3% | +118.1% | -28.8% | +8.9% |
| 3Y | +274.4% | +40.9% | +233.5% | +180.4% |
| All | +433.3% | +74.2% | +359.1% | +218.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling