+3,041.8%
KLAC vs WM
+305.2%
+2,736.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.1% |
| 7D | +10.6% | -0.9% | +11.5% | +11.0% |
| 30D | -4.5% | -4.3% | -0.2% | -2.6% |
| 3M | -10.3% | +0.8% | -11.0% | -12.2% |
| 6M | +40.9% | -10.8% | +51.6% | +46.0% |
| YTD | +56.1% | -0.1% | +56.2% | +50.9% |
| 1Y | +109.0% | +1.0% | +108.0% | +99.2% |
| 3Y | +288.8% | +45.1% | +243.7% | +178.0% |
| 5Y | +489.1% | +52.1% | +437.0% | +296.5% |
| 10Y | +3,041.8% | +302.9% | +2,738.8% | +946.0% |
| All | +3,041.8% | +305.2% | +2,736.6% | +946.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling