+38.2%
IWM vs KLAC
+471.6%
-433.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.4% |
| 7D | -1.1% | +6.2% | -7.3% | -3.0% |
| 30D | -3.1% | -5.0% | +1.9% | -1.9% |
| 3M | +2.2% | -14.4% | +16.6% | +3.7% |
| 6M | +15.1% | +28.3% | -13.2% | +1.3% |
| YTD | +18.6% | +51.1% | -32.5% | -2.7% |
| 1Y | +24.0% | +100.4% | -76.4% | -8.3% |
| 3Y | +63.7% | +276.3% | -212.6% | -9.8% |
| 5Y | +38.2% | +452.1% | -413.9% | -38.0% |
| All | +38.2% | +471.6% | -433.4% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling