+267.2%
KLAC vs GWW
+88.4%
+178.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.6% | -2.8% |
| 7D | +2.5% | -3.1% | +5.6% | +4.3% |
| 30D | -11.5% | -2.3% | -9.2% | -10.4% |
| 3M | -16.9% | -3.3% | -13.6% | -15.5% |
| 6M | +22.2% | +15.4% | +6.9% | +12.4% |
| YTD | +46.4% | +26.7% | +19.6% | +26.8% |
| 1Y | +91.0% | +29.0% | +62.0% | +63.6% |
| All | +267.2% | +88.4% | +178.8% | +129.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling