+2,247.0%
KLAC vs VST
+1,139.0%
+1,107.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | +10.0% | +6.6% | +3.4% | +7.6% |
| 30D | -14.8% | -12.4% | -2.4% | -10.8% |
| 3M | -27.2% | -9.0% | -18.2% | -25.2% |
| 6M | -17.5% | -6.4% | -11.0% | -15.9% |
| YTD | +25.8% | -17.2% | +43.0% | +32.3% |
| 1Y | +31.8% | -22.0% | +53.8% | +41.1% |
| 3Y | +195.3% | +296.7% | -101.4% | +70.1% |
| 5Y | +285.9% | +637.6% | -351.6% | +80.6% |
| All | +2,247.0% | +1,139.0% | +1,107.9% | +856.5% |
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