+97.2%
KLAC vs W
+16.1%
+81.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.2% | +5.9% | +0.3% | +4.7% |
| 30D | -5.0% | -3.0% | -2.0% | -4.4% |
| 3M | -14.4% | +40.3% | -54.7% | -23.4% |
| 6M | +28.3% | +32.2% | -3.9% | +15.3% |
| YTD | +51.1% | -0.3% | +51.4% | +43.4% |
| All | +97.2% | +16.1% | +81.0% | +78.2% |
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