+5,163.2%
KLAC vs VUG
+1,200.5%
+3,962.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.0% |
| 7D | +21.2% | +4.4% | +16.8% | +14.9% |
| 30D | -14.5% | -7.3% | -7.2% | -4.4% |
| 3M | -24.4% | -4.2% | -20.1% | -19.0% |
| 6M | -12.9% | -1.6% | -11.4% | -8.7% |
| YTD | +29.9% | +4.9% | +25.0% | +26.6% |
| 1Y | +31.9% | +3.8% | +28.1% | +30.6% |
| 3Y | +201.5% | +79.4% | +122.1% | +53.9% |
| 5Y | +298.6% | +63.9% | +234.7% | +133.9% |
| 10Y | +2,324.4% | +404.0% | +1,920.3% | +286.4% |
| All | +5,163.2% | +1,200.5% | +3,962.6% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling