+6,223.2%
KLAC vs VUG
+1,246.8%
+4,976.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.3% |
| 7D | +10.6% | +0.9% | +9.7% | +9.3% |
| 30D | -4.5% | -1.4% | -3.1% | -2.7% |
| 3M | -10.3% | +2.3% | -12.6% | -11.9% |
| 6M | +40.9% | +15.7% | +25.2% | +18.8% |
| YTD | +56.1% | +8.6% | +47.5% | +43.5% |
| 1Y | +109.0% | +14.1% | +95.0% | +81.7% |
| 3Y | +288.8% | +87.9% | +200.9% | +84.8% |
| 5Y | +489.1% | +76.3% | +412.8% | +211.4% |
| 10Y | +3,041.8% | +409.7% | +2,632.1% | +385.7% |
| All | +6,223.2% | +1,246.8% | +4,976.4% | +194.7% |
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