+2,047.5%
KLAC vs VT
+215.5%
+1,832.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.3% |
| 7D | -12.3% | -2.3% | -10.0% | -8.1% |
| 30D | -29.6% | -5.0% | -24.7% | -22.3% |
| 3M | -28.2% | -4.9% | -23.4% | -20.8% |
| 6M | -23.6% | -1.5% | -22.0% | -18.6% |
| YTD | +14.4% | +8.5% | +5.9% | +4.5% |
| 1Y | +15.4% | +11.4% | +4.0% | +1.1% |
| 3Y | +184.3% | +70.1% | +114.2% | +29.0% |
| 5Y | +248.9% | +53.7% | +195.2% | +95.6% |
| All | +2,047.5% | +215.5% | +1,832.0% | +337.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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