+5,309.4%
KLAC vs NWSA
+123.2%
+5,186.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.8% |
| 7D | +10.6% | -2.6% | +13.2% | +12.0% |
| 30D | -4.5% | +4.6% | -9.1% | -6.9% |
| 3M | -10.3% | +10.2% | -20.5% | -16.7% |
| 6M | +40.9% | +21.6% | +19.3% | +23.1% |
| YTD | +56.1% | +14.6% | +41.5% | +39.6% |
| 1Y | +109.0% | +0.4% | +108.7% | +100.1% |
| 3Y | +288.8% | +45.0% | +243.9% | +203.3% |
| 5Y | +489.1% | +41.3% | +447.9% | +358.5% |
| 10Y | +3,041.8% | +142.8% | +2,899.0% | +1,618.6% |
| All | +5,309.4% | +123.2% | +5,186.2% | +2,930.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling