-23.6%
KLAC vs VT
-0.9%
-22.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +5.9% |
| 7D | -12.3% | -2.3% | -10.0% | -5.1% |
| 30D | -29.6% | -5.0% | -24.7% | -16.2% |
| 3M | -28.2% | -4.9% | -23.4% | -14.9% |
| 6M | -23.6% | -1.5% | -22.0% | -17.9% |
| All | -23.6% | -0.9% | -22.6% | -17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling