+2,257.9%
KLAC vs WM
+327.3%
+1,930.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | -2.1% | +1.2% | -3.2% | -2.7% |
| 30D | -21.8% | +13.7% | -35.4% | -26.7% |
| 3M | -20.5% | +5.2% | -25.8% | -23.1% |
| 6M | -18.0% | +11.2% | -29.1% | -24.3% |
| YTD | +26.4% | +9.4% | +17.0% | +16.2% |
| 1Y | +26.3% | +20.4% | +5.9% | +9.4% |
| 3Y | +193.3% | +44.7% | +148.6% | +114.1% |
| 5Y | +297.2% | +58.5% | +238.7% | +164.6% |
| All | +2,257.9% | +327.3% | +1,930.7% | +611.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling