+2,896.3%
KLAC vs IWF
+422.7%
+2,473.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +0.8% |
| 7D | -2.7% | -0.9% | -1.7% | -1.3% |
| 30D | -13.2% | -1.7% | -11.4% | -10.8% |
| 3M | -25.0% | +0.7% | -25.7% | -24.5% |
| 6M | +23.6% | +8.6% | +15.0% | +12.3% |
| YTD | +49.2% | +3.5% | +45.7% | +46.1% |
| 1Y | +89.3% | +7.0% | +82.3% | +78.0% |
| 3Y | +274.4% | +76.3% | +198.0% | +78.2% |
| 5Y | +440.9% | +74.8% | +366.2% | +169.6% |
| All | +2,896.3% | +422.7% | +2,473.6% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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