+154,996.0%
KLAC vs ITW
+9,371.1%
+145,624.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.1% |
| 7D | +6.2% | -1.9% | +8.1% | +7.5% |
| 30D | -5.0% | -10.4% | +5.4% | +1.9% |
| 3M | -14.4% | +3.5% | -17.9% | -16.6% |
| 6M | +28.3% | -3.4% | +31.7% | +31.0% |
| YTD | +51.1% | +8.5% | +42.6% | +42.9% |
| 1Y | +100.4% | +3.2% | +97.1% | +95.0% |
| 3Y | +276.3% | +18.9% | +257.5% | +233.9% |
| 5Y | +452.1% | +35.0% | +417.0% | +357.4% |
| 10Y | +2,986.0% | +188.6% | +2,797.3% | +1,522.2% |
| All | +154,996.0% | +9,371.1% | +145,624.9% | +15,488.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling