+5,715.0%
KLAC vs IWD
+728.9%
+4,986.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.1% |
| 7D | -12.3% | -0.5% | -11.8% | -11.7% |
| 30D | -29.6% | +2.7% | -32.3% | -31.8% |
| 3M | -28.2% | +0.9% | -29.1% | -29.1% |
| 6M | -23.6% | +10.5% | -34.1% | -32.1% |
| YTD | +14.4% | +23.7% | -9.3% | -10.6% |
| 1Y | +15.4% | +28.7% | -13.3% | -14.0% |
| 3Y | +184.3% | +79.7% | +104.6% | +44.6% |
| 5Y | +248.9% | +69.7% | +179.2% | +96.8% |
| 10Y | +2,076.9% | +211.4% | +1,865.5% | +535.0% |
| All | +5,715.0% | +728.9% | +4,986.1% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling