+15,933.4%
KLAC vs WAT
+12,173.3%
+3,760.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | -14.8% | +5.4% | -20.2% | -16.1% |
| 3M | -27.2% | +11.3% | -38.5% | -29.8% |
| 6M | -17.5% | +37.4% | -54.9% | -26.3% |
| YTD | +25.8% | +21.2% | +4.7% | +16.0% |
| 1Y | +31.8% | +21.3% | +10.5% | +21.4% |
| 3Y | +195.3% | +83.4% | +111.9% | +129.3% |
| 5Y | +285.9% | +29.0% | +257.0% | +236.3% |
| 10Y | +2,247.6% | +223.9% | +2,023.7% | +1,421.4% |
| All | +15,933.4% | +12,173.3% | +3,760.0% | +6,781.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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