+274.4%
KLAC vs KWEB
-2.3%
+276.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | -2.7% | -5.6% | +2.9% | -0.3% |
| 30D | -13.2% | -10.7% | -2.5% | -9.0% |
| 3M | -25.0% | -7.4% | -17.6% | -23.1% |
| 6M | +23.6% | -19.3% | +42.9% | +34.5% |
| YTD | +49.2% | -27.8% | +77.0% | +70.8% |
| 1Y | +89.3% | -35.9% | +125.3% | +127.4% |
| 3Y | +274.4% | -1.9% | +276.3% | +267.6% |
| All | +274.4% | -2.3% | +276.6% | +267.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling