+71.5%
IWM vs KLAC
+195.6%
-124.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +0.3% | -2.1% | +2.3% | +0.5% |
| 30D | +0.6% | -21.8% | +22.4% | +5.8% |
| 3M | -6.2% | -20.5% | +14.3% | -2.1% |
| 6M | -0.8% | -18.0% | +17.2% | -0.5% |
| YTD | +14.8% | +26.4% | -11.6% | +0.4% |
| 1Y | +16.1% | +26.3% | -10.1% | +1.5% |
| All | +71.5% | +195.6% | -124.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 3y: compounded portfolio wealth divided by compounded KLAC 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…
3y analysis · Full analysis span regression · 6 months rolling