+2,896.3%
KLAC vs GWW
+570.2%
+2,326.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.6% |
| 7D | -2.7% | -3.4% | +0.7% | -0.9% |
| 30D | -13.2% | -1.9% | -11.3% | -12.3% |
| 3M | -25.0% | -2.4% | -22.6% | -24.1% |
| 6M | +23.6% | +15.7% | +7.9% | +14.1% |
| YTD | +49.2% | +27.6% | +21.6% | +30.2% |
| 1Y | +89.3% | +27.2% | +62.1% | +65.1% |
| 3Y | +274.4% | +89.7% | +184.7% | +160.8% |
| 5Y | +440.9% | +223.9% | +217.0% | +181.6% |
| All | +2,896.3% | +570.2% | +2,326.2% | +1,140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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