+298.6%
KLAC vs VST
+645.9%
-347.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | +21.2% | +19.2% | +2.0% | +13.3% |
| 30D | -14.5% | -17.2% | +2.6% | -8.3% |
| 3M | -24.4% | -8.1% | -16.2% | -22.5% |
| 6M | -12.9% | -8.1% | -4.8% | -10.7% |
| YTD | +29.9% | -16.3% | +46.2% | +36.4% |
| 1Y | +31.9% | -24.1% | +56.0% | +43.1% |
| 3Y | +201.5% | +300.2% | -98.7% | +46.3% |
| 5Y | +298.6% | +645.9% | -347.3% | +36.9% |
| All | +298.6% | +645.9% | -347.3% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling