+6,530.5%
KLAC vs VYM
+488.1%
+6,042.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -1.6% |
| 30D | -13.2% | -2.2% | -10.9% | -10.6% |
| 3M | -25.0% | +3.1% | -28.1% | -27.8% |
| 6M | +23.6% | +9.7% | +13.9% | +10.7% |
| YTD | +49.2% | +14.9% | +34.3% | +26.7% |
| 1Y | +89.3% | +17.6% | +71.8% | +56.6% |
| 3Y | +274.4% | +65.3% | +209.1% | +107.4% |
| 5Y | +440.9% | +78.7% | +362.2% | +180.9% |
| 10Y | +2,947.7% | +208.2% | +2,739.5% | +782.2% |
| All | +6,530.5% | +488.1% | +6,042.4% | +842.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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