+661.9%
KLIC vs VT
+221.4%
+440.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.6% |
| 7D | +6.4% | +1.0% | +5.4% | +4.7% |
| 30D | -9.0% | -0.2% | -8.8% | -8.5% |
| 3M | -18.8% | +4.5% | -23.4% | -23.5% |
| 6M | +35.8% | +14.1% | +21.7% | +12.5% |
| YTD | +83.2% | +14.8% | +68.5% | +50.9% |
| 1Y | +120.9% | +21.2% | +99.7% | +67.6% |
| 3Y | +76.6% | +76.6% | 0.0% | -22.8% |
| 5Y | +26.1% | +66.6% | -40.5% | -37.3% |
| 10Y | +661.9% | +222.3% | +439.6% | +48.1% |
| All | +661.9% | +221.4% | +440.5% | +48.1% |
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