+157,276.9%
KLAC vs VSH
+1,674.8%
+155,602.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.9% | +5.1% |
| 7D | +5.7% | +4.1% | +1.7% | +3.7% |
| 30D | -3.6% | -4.2% | +0.5% | -1.9% |
| 3M | -12.8% | -50.0% | +37.2% | +22.3% |
| 6M | +26.1% | +80.2% | -54.1% | -9.6% |
| YTD | +53.3% | +121.1% | -67.8% | -1.3% |
| 1Y | +113.7% | +112.0% | +1.7% | +39.6% |
| 3Y | +274.9% | +22.5% | +252.4% | +206.0% |
| 5Y | +470.1% | +64.0% | +406.1% | +308.4% |
| 10Y | +2,997.0% | +170.4% | +2,826.6% | +1,580.4% |
| All | +157,276.9% | +1,674.8% | +155,602.1% | +36,077.4% |
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