-28.2%
KLAC vs WM
+4.6%
-32.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +3.9% |
| 7D | -12.3% | +1.2% | -13.5% | -10.9% |
| 30D | -29.6% | +13.1% | -42.7% | -17.8% |
| 3M | -28.2% | +3.6% | -31.9% | -26.2% |
| All | -28.2% | +4.6% | -32.8% | -26.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling