+22.2%
KLAC vs VTEB
-2.8%
+25.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | +0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +9.6% |
| 30D | -11.5% | -2.9% | -8.6% | +3.4% |
| 3M | -16.9% | -3.2% | -13.8% | -0.5% |
| 6M | +22.2% | -2.6% | +24.9% | +42.9% |
| All | +22.2% | -2.8% | +25.1% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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