+2,323.7%
KLAC vs ACWI
+225.4%
+2,098.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.3% |
| 7D | +21.2% | +2.7% | +18.5% | +15.9% |
| 30D | -14.5% | -2.6% | -11.9% | -9.4% |
| 3M | -24.4% | -3.2% | -21.2% | -18.9% |
| 6M | -12.9% | +1.9% | -14.8% | -12.7% |
| YTD | +29.9% | +11.3% | +18.6% | +13.3% |
| 1Y | +31.9% | +11.7% | +20.2% | +14.8% |
| 3Y | +201.5% | +74.4% | +127.1% | +29.7% |
| 5Y | +298.6% | +59.5% | +239.1% | +108.4% |
| All | +2,323.7% | +225.4% | +2,098.4% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling