+808.3%
IWM vs KLAC
+7,801.8%
-6,993.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -2.1% |
| 7D | +0.1% | +5.7% | -5.6% | -1.8% |
| 30D | -1.3% | -3.6% | +2.4% | -0.4% |
| 3M | +1.6% | -12.8% | +14.4% | +2.9% |
| 6M | +13.6% | +26.1% | -12.5% | +1.1% |
| YTD | +20.8% | +53.3% | -32.6% | -0.4% |
| 1Y | +26.4% | +113.7% | -87.3% | -7.1% |
| 3Y | +60.7% | +274.9% | -214.2% | -6.1% |
| 5Y | +38.2% | +470.1% | -432.0% | -32.0% |
| 10Y | +169.5% | +2,997.0% | -2,827.5% | -28.1% |
| All | +808.3% | +7,801.8% | -6,993.5% | +42.4% |
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