+7,416.5%
KLAC vs VT
+360.7%
+7,055.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +3.8% |
| 7D | +7.5% | -0.7% | +8.2% | +9.3% |
| 30D | -15.3% | -1.7% | -13.6% | -12.6% |
| 3M | -19.6% | -2.3% | -17.3% | -16.3% |
| 6M | -12.5% | +1.5% | -14.1% | -11.5% |
| YTD | +33.0% | +12.0% | +21.0% | +20.6% |
| 1Y | +35.9% | +12.9% | +23.1% | +22.5% |
| 3Y | +208.6% | +74.9% | +133.7% | +72.2% |
| 5Y | +309.5% | +59.9% | +249.6% | +165.5% |
| 10Y | +2,381.5% | +224.6% | +2,156.9% | +739.0% |
| All | +7,416.5% | +360.7% | +7,055.8% | +1,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling