+281.0%
KLAC vs IWD
+72.9%
+208.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.0% | +7.3% | +5.9% |
| 7D | -1.1% | +1.3% | -2.4% | -2.9% |
| 30D | -22.6% | +3.6% | -26.2% | -26.8% |
| 3M | -23.5% | +2.3% | -25.8% | -26.5% |
| 6M | -18.8% | +13.0% | -31.9% | -33.7% |
| YTD | +25.0% | +26.2% | -1.1% | -13.9% |
| 1Y | +27.5% | +30.5% | -2.9% | -16.7% |
| 3Y | +206.1% | +86.2% | +119.9% | +14.6% |
| 5Y | +281.0% | +72.9% | +208.1% | +69.1% |
| All | +281.0% | +72.9% | +208.1% | +69.1% |
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