+756.6%
IWM vs KLAC
+6,596.9%
-5,840.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +2.8% | +21.2% | -18.4% | -3.5% |
| 30D | +0.6% | -14.5% | +15.1% | +4.8% |
| 3M | -7.8% | -24.4% | +16.6% | -0.6% |
| 6M | -1.0% | -12.9% | +12.0% | -1.3% |
| YTD | +13.9% | +29.9% | -16.1% | -2.1% |
| 1Y | +15.4% | +31.9% | -16.5% | -1.5% |
| 3Y | +70.2% | +201.5% | -131.3% | +5.6% |
| 5Y | +23.7% | +298.6% | -274.9% | -32.3% |
| 10Y | +147.8% | +2,324.4% | -2,176.6% | -29.4% |
| All | +756.6% | +6,596.9% | -5,840.3% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling