+528.1%
KLAC vs VSXY
+42.7%
+485.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.0% | +1.1% |
| 7D | +10.6% | -6.8% | +17.4% | +11.8% |
| 30D | -4.5% | -20.4% | +15.9% | -0.8% |
| 3M | -10.3% | +2.9% | -13.2% | -11.4% |
| 6M | +40.9% | +67.9% | -27.0% | +24.1% |
| YTD | +56.1% | +44.9% | +11.2% | +40.4% |
| 1Y | +109.0% | +205.9% | -96.9% | +61.2% |
| 3Y | +288.8% | +373.9% | -85.0% | +150.6% |
| 5Y | +489.1% | +23.5% | +465.7% | +380.8% |
| All | +528.1% | +42.7% | +485.4% | +412.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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