+452.1%
KLAC vs W
-62.3%
+514.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +6.2% | +5.9% | +0.3% | +4.8% |
| 30D | -5.0% | -3.0% | -2.0% | -4.4% |
| 3M | -14.4% | +40.3% | -54.7% | -22.3% |
| 6M | +28.3% | +32.2% | -3.9% | +17.4% |
| YTD | +51.1% | -0.3% | +51.4% | +46.8% |
| 1Y | +100.4% | +16.2% | +84.2% | +85.1% |
| 3Y | +276.3% | +40.7% | +235.6% | +201.8% |
| 5Y | +452.1% | -62.3% | +514.4% | +440.9% |
| All | +452.1% | -62.3% | +514.4% | +440.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling