+129,057.6%
KLAC vs VSH
+1,390.4%
+127,667.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.0% |
| 7D | +10.0% | +14.3% | -4.4% | +2.6% |
| 30D | -14.8% | -7.9% | -7.0% | -11.4% |
| 3M | -27.2% | -19.9% | -7.3% | -19.6% |
| 6M | -17.5% | -30.5% | +13.1% | -3.9% |
| YTD | +25.8% | +85.7% | -59.8% | -12.5% |
| 1Y | +31.8% | +98.9% | -67.1% | -11.7% |
| 3Y | +195.3% | +32.1% | +163.2% | +129.8% |
| 5Y | +285.9% | +39.7% | +246.3% | +196.7% |
| 10Y | +2,247.6% | +117.6% | +2,130.0% | +1,305.7% |
| All | +129,057.6% | +1,390.4% | +127,667.2% | +31,956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling