+26.2%
KLAC vs W
+21.5%
+4.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +11.0% | -15.1% | -7.0% |
| 7D | -5.7% | +8.4% | -14.0% | -7.8% |
| 30D | -27.6% | +16.5% | -44.1% | -30.7% |
| 3M | -23.3% | +6.4% | -29.7% | -25.0% |
| 6M | -12.4% | +90.5% | -102.9% | -30.4% |
| YTD | +23.7% | +23.1% | +0.7% | +11.4% |
| 1Y | +26.2% | +24.3% | +1.9% | +13.3% |
| All | +26.2% | +21.5% | +4.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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