+7,693.1%
KLAC vs IWD
+726.5%
+6,966.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +8.2% |
| 7D | +5.7% | -0.3% | +6.0% | +6.0% |
| 30D | -3.6% | +0.6% | -4.2% | -4.5% |
| 3M | -12.8% | +7.2% | -20.0% | -19.8% |
| 6M | +26.1% | +16.2% | +9.9% | +5.8% |
| YTD | +53.3% | +23.3% | +30.0% | +20.2% |
| 1Y | +113.7% | +29.6% | +84.1% | +58.3% |
| 3Y | +274.9% | +70.5% | +204.4% | +103.1% |
| 5Y | +470.1% | +73.5% | +396.7% | +213.4% |
| 10Y | +2,997.0% | +198.3% | +2,798.7% | +847.8% |
| All | +7,693.1% | +726.5% | +6,966.6% | +632.3% |
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