+2,288.0%
KLAC vs IWD
+203.8%
+2,084.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.0% |
| 7D | -2.1% | +1.6% | -3.6% | -4.0% |
| 30D | -21.8% | +3.6% | -25.4% | -25.5% |
| 3M | -20.5% | +2.0% | -22.6% | -22.9% |
| 6M | -18.0% | +13.1% | -31.0% | -31.0% |
| YTD | +26.4% | +26.2% | +0.2% | -8.3% |
| 1Y | +26.3% | +29.6% | -3.3% | -11.7% |
| 3Y | +193.3% | +84.3% | +108.9% | +27.4% |
| 5Y | +297.2% | +73.4% | +223.8% | +93.9% |
| 10Y | +2,288.0% | +202.4% | +2,085.5% | +516.2% |
| All | +2,288.0% | +203.8% | +2,084.2% | +516.2% |
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