+3,088.4%
KLAC vs IWD
+196.7%
+2,891.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +3.0% |
| 7D | +10.6% | -0.2% | +10.7% | +10.7% |
| 30D | -4.5% | -0.8% | -3.7% | -3.7% |
| 3M | -10.3% | +8.0% | -18.3% | -19.9% |
| 6M | +40.9% | +18.2% | +22.7% | +11.5% |
| YTD | +56.1% | +22.3% | +33.8% | +18.4% |
| 1Y | +109.0% | +28.9% | +80.1% | +47.8% |
| 3Y | +288.8% | +71.5% | +217.3% | +87.3% |
| 5Y | +489.1% | +73.6% | +415.5% | +188.9% |
| All | +3,088.4% | +196.7% | +2,891.7% | +744.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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