+2,047.5%
KLAC vs VST
+1,112.0%
+935.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +10.6% | -3.9% | +3.0% |
| 7D | -12.3% | -9.8% | -2.5% | -9.2% |
| 30D | -29.6% | -25.1% | -4.5% | -22.4% |
| 3M | -28.2% | -11.6% | -16.7% | -25.6% |
| 6M | -23.6% | -20.9% | -2.6% | -17.7% |
| YTD | +14.4% | -22.3% | +36.7% | +22.9% |
| 1Y | +15.4% | -32.0% | +47.4% | +29.2% |
| 3Y | +184.3% | +262.4% | -78.1% | +68.8% |
| 5Y | +248.9% | +563.4% | -314.5% | +68.9% |
| All | +2,047.5% | +1,112.0% | +935.5% | +779.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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