+476.4%
KLIC vs VT
+223.7%
+252.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +3.5% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -25.0% | -2.6% | -22.4% | -21.0% |
| 3M | -24.3% | -3.2% | -21.0% | -19.0% |
| 6M | -32.5% | +0.9% | -33.5% | -31.6% |
| YTD | +52.5% | +11.3% | +41.2% | +33.5% |
| 1Y | +81.6% | +14.0% | +67.6% | +53.0% |
| 3Y | +68.5% | +75.8% | -7.4% | -24.9% |
| 5Y | +29.8% | +57.8% | -28.0% | -29.1% |
| 10Y | +476.4% | +219.8% | +256.6% | +4.9% |
| All | +476.4% | +223.7% | +252.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling