+1,191.5%
KLIC vs VT
+374.2%
+817.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +0.7% | +0.4% | +0.3% | 0.0% |
| 30D | -13.0% | +1.0% | -14.0% | -14.2% |
| 3M | -24.0% | +2.4% | -26.3% | -25.6% |
| 6M | +21.1% | +12.0% | +9.1% | +4.3% |
| YTD | +80.0% | +15.3% | +64.7% | +48.7% |
| 1Y | +119.2% | +22.6% | +96.6% | +65.9% |
| 3Y | +64.9% | +74.7% | -9.8% | -24.0% |
| 5Y | +19.9% | +66.1% | -46.2% | -38.0% |
| 10Y | +654.0% | +225.0% | +429.0% | +54.9% |
| All | +1,191.5% | +374.2% | +817.3% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling