+489.1%
KLAC vs IWD
+73.8%
+415.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +3.2% |
| 7D | +10.6% | -0.2% | +10.7% | +10.7% |
| 30D | -4.5% | -0.8% | -3.7% | -3.5% |
| 3M | -10.3% | +8.0% | -18.3% | -21.4% |
| 6M | +40.9% | +18.2% | +22.7% | +7.3% |
| YTD | +56.1% | +22.3% | +33.8% | +13.3% |
| 1Y | +109.0% | +28.9% | +80.1% | +40.0% |
| 3Y | +288.8% | +71.5% | +217.3% | +67.3% |
| 5Y | +489.1% | +73.6% | +415.5% | +168.2% |
| All | +489.1% | +73.8% | +415.3% | +168.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling