+288.8%
KLAC vs W
+44.2%
+244.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.7% |
| 7D | +10.6% | +6.5% | +4.1% | +8.8% |
| 30D | -4.5% | -6.2% | +1.7% | -3.0% |
| 3M | -10.3% | +48.9% | -59.1% | -20.9% |
| 6M | +40.9% | +31.2% | +9.7% | +27.6% |
| YTD | +56.1% | -0.4% | +56.5% | +50.8% |
| 1Y | +109.0% | +14.8% | +94.2% | +91.3% |
| 3Y | +288.8% | +40.5% | +248.3% | +182.1% |
| All | +288.8% | +44.2% | +244.7% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling