+3,160.9%
KLAC vs W
+217.9%
+2,943.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.9% |
| 7D | +7.5% | -7.4% | +14.9% | +9.4% |
| 30D | -15.3% | +7.8% | -23.1% | -16.7% |
| 3M | -19.6% | +10.9% | -30.5% | -21.6% |
| 6M | -12.5% | +86.4% | -99.0% | -24.5% |
| YTD | +33.0% | +14.0% | +19.0% | +26.0% |
| 1Y | +35.9% | +3.5% | +32.4% | +30.8% |
| 3Y | +208.6% | +164.8% | +43.9% | +128.3% |
| 5Y | +309.5% | -53.1% | +362.6% | +264.6% |
| 10Y | +2,381.5% | +220.4% | +2,161.1% | +1,377.8% |
| All | +3,160.9% | +217.9% | +2,943.0% | +1,843.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling