+2,953.1%
KLAC vs VST
+1,175.7%
+1,777.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +6.1% |
| 7D | +5.7% | +8.9% | -3.2% | +2.7% |
| 30D | -3.6% | +6.2% | -9.8% | -5.6% |
| 3M | -12.8% | -2.7% | -10.1% | -11.9% |
| 6M | +26.1% | -8.4% | +34.4% | +29.0% |
| YTD | +53.3% | -7.2% | +60.5% | +55.9% |
| 1Y | +113.7% | -20.9% | +134.6% | +127.2% |
| 3Y | +274.9% | +384.0% | -109.1% | +104.9% |
| 5Y | +470.1% | +757.1% | -286.9% | +158.0% |
| All | +2,953.1% | +1,175.7% | +1,777.4% | +1,141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling