+274.4%
KLAC vs ITW
+20.2%
+254.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.8% | +1.1% |
| 7D | -2.7% | -0.7% | -1.9% | -2.1% |
| 30D | -13.2% | -8.3% | -4.8% | -7.4% |
| 3M | -25.0% | +6.0% | -31.0% | -29.0% |
| 6M | +23.6% | 0.0% | +23.6% | +22.5% |
| YTD | +49.2% | +10.2% | +39.0% | +37.5% |
| 1Y | +89.3% | +3.2% | +86.1% | +82.9% |
| 3Y | +274.4% | +21.0% | +253.4% | +211.5% |
| All | +274.4% | +20.2% | +254.1% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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