+7,580.1%
KLAC vs IWF
+720.7%
+6,859.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.6% |
| 7D | +6.2% | +0.5% | +5.6% | +5.4% |
| 30D | -5.0% | -1.4% | -3.6% | -3.0% |
| 3M | -14.4% | +0.4% | -14.9% | -13.5% |
| 6M | +28.3% | +8.5% | +19.8% | +16.8% |
| YTD | +51.1% | +3.7% | +47.4% | +47.7% |
| 1Y | +100.4% | +8.5% | +91.9% | +85.0% |
| 3Y | +276.3% | +78.5% | +197.8% | +76.5% |
| 5Y | +452.1% | +73.6% | +378.4% | +176.9% |
| 10Y | +2,986.0% | +421.3% | +2,564.7% | +245.9% |
| All | +7,580.1% | +720.7% | +6,859.4% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling