+89.3%
KLAC vs NWSA
+3.0%
+86.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.7% | +2.1% |
| 7D | -2.7% | -2.8% | +0.1% | -4.2% |
| 30D | -13.2% | +3.0% | -16.2% | -11.6% |
| 3M | -25.0% | +12.3% | -37.3% | -18.3% |
| 6M | +23.6% | +21.9% | +1.7% | +34.6% |
| YTD | +49.2% | +13.6% | +35.7% | +64.5% |
| 1Y | +89.3% | +0.5% | +88.8% | +111.4% |
| All | +89.3% | +3.0% | +86.3% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling