+430.6%
KLAC vs NWSA
+39.0%
+391.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.4% | -2.8% |
| 7D | +2.5% | -4.8% | +7.2% | +4.8% |
| 30D | -11.5% | +3.0% | -14.5% | -13.0% |
| 3M | -16.9% | +9.3% | -26.2% | -22.4% |
| 6M | +22.2% | +23.2% | -0.9% | +5.2% |
| YTD | +46.4% | +13.3% | +33.0% | +31.5% |
| 1Y | +91.0% | +2.9% | +88.1% | +81.8% |
| 3Y | +264.6% | +43.3% | +221.2% | +175.5% |
| 5Y | +430.6% | +40.9% | +389.7% | +290.5% |
| All | +430.6% | +39.0% | +391.5% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling