+2,249.0%
KLAC vs WM
+337.2%
+1,911.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.2% |
| 7D | -1.1% | -0.5% | -0.7% | -1.1% |
| 30D | -22.6% | +13.3% | -35.9% | -27.4% |
| 3M | -23.5% | +4.4% | -27.9% | -25.7% |
| 6M | -18.8% | +10.8% | -29.6% | -25.0% |
| YTD | +25.0% | +9.1% | +16.0% | +15.2% |
| 1Y | +27.5% | +19.1% | +8.4% | +11.1% |
| 3Y | +206.1% | +45.7% | +160.5% | +122.3% |
| 5Y | +281.0% | +60.4% | +220.6% | +150.8% |
| 10Y | +2,249.0% | +328.7% | +1,920.3% | +600.4% |
| All | +2,249.0% | +337.2% | +1,911.8% | +600.4% |
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