+267.2%
KLAC vs WBD
+147.2%
+120.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.2% | -3.3% |
| 7D | +2.5% | -0.6% | +3.1% | +2.6% |
| 30D | -11.5% | +4.2% | -15.7% | -12.3% |
| 3M | -16.9% | +7.5% | -24.5% | -18.1% |
| 6M | +22.2% | +1.6% | +20.7% | +21.9% |
| YTD | +46.4% | -2.2% | +48.5% | +47.0% |
| 1Y | +91.0% | +124.9% | -33.9% | +62.4% |
| All | +267.2% | +147.2% | +120.0% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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