+452.1%
KLAC vs VUG
+75.3%
+376.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | +6.2% | +0.1% | +6.1% | +6.0% |
| 30D | -5.0% | -1.7% | -3.3% | -2.7% |
| 3M | -14.4% | +2.8% | -17.2% | -16.7% |
| 6M | +28.3% | +13.6% | +14.7% | +9.5% |
| YTD | +51.1% | +8.1% | +43.0% | +38.9% |
| 1Y | +100.4% | +13.1% | +87.3% | +74.5% |
| 3Y | +276.3% | +87.0% | +189.4% | +74.8% |
| 5Y | +452.1% | +76.0% | +376.1% | +195.9% |
| All | +452.1% | +75.3% | +376.8% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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