+770.9%
IWM vs KLAC
+6,754.9%
-5,984.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.2% | -4.3% | -0.8% |
| 7D | -0.3% | +7.5% | -7.8% | -3.0% |
| 30D | +1.9% | -15.3% | +17.2% | +6.4% |
| 3M | -5.7% | -19.6% | +13.9% | -0.4% |
| 6M | -0.3% | -12.5% | +12.2% | -0.7% |
| YTD | +15.8% | +33.0% | -17.2% | -1.2% |
| 1Y | +17.1% | +35.9% | -18.8% | -1.0% |
| 3Y | +73.1% | +208.6% | -135.6% | +6.6% |
| 5Y | +25.9% | +309.5% | -283.6% | -31.7% |
| 10Y | +151.9% | +2,381.5% | -2,229.6% | -28.8% |
| All | +770.9% | +6,754.9% | -5,984.0% | +41.1% |
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