+433.3%
KLAC vs VTRS
+47.1%
+386.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | -13.2% | +3.3% | -16.5% | -14.0% |
| 3M | -25.0% | +2.0% | -27.0% | -26.0% |
| 6M | +23.6% | +19.9% | +3.7% | +15.8% |
| YTD | +49.2% | +35.7% | +13.5% | +34.3% |
| 1Y | +89.3% | +68.1% | +21.2% | +59.1% |
| 3Y | +274.4% | +87.1% | +187.3% | +191.2% |
| All | +433.3% | +47.1% | +386.2% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 5y: compounded portfolio wealth divided by compounded VTRS 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…
5y analysis · Full analysis span regression · 6 months rolling