+2,896.3%
KLAC vs NWSA
+149.4%
+2,747.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +1.8% |
| 7D | -2.7% | -2.8% | +0.1% | -1.2% |
| 30D | -13.2% | +3.0% | -16.2% | -14.8% |
| 3M | -25.0% | +12.3% | -37.3% | -31.5% |
| 6M | +23.6% | +21.9% | +1.7% | +6.5% |
| YTD | +49.2% | +13.6% | +35.7% | +32.8% |
| 1Y | +89.3% | +0.5% | +88.8% | +80.5% |
| 3Y | +274.4% | +43.8% | +230.6% | +184.8% |
| 5Y | +440.9% | +41.2% | +399.8% | +307.6% |
| All | +2,896.3% | +149.4% | +2,747.0% | +1,418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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