+267.2%
KLAC vs NWSA
+43.0%
+224.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -3.0% |
| 7D | +2.5% | -4.8% | +7.2% | +3.6% |
| 30D | -11.5% | +3.0% | -14.5% | -12.3% |
| 3M | -16.9% | +9.3% | -26.2% | -19.7% |
| 6M | +22.2% | +23.2% | -0.9% | +10.2% |
| YTD | +46.4% | +13.3% | +33.0% | +37.7% |
| 1Y | +91.0% | +2.9% | +88.1% | +90.7% |
| All | +267.2% | +43.0% | +224.2% | +199.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling