+195.3%
KLAC vs WM
+48.6%
+146.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +10.0% | +3.2% | +6.8% | +11.4% |
| 30D | -14.8% | +13.0% | -27.8% | -10.7% |
| 3M | -27.2% | +9.2% | -36.4% | -24.2% |
| 6M | -17.5% | +13.6% | -31.1% | -13.5% |
| YTD | +25.8% | +12.4% | +13.4% | +31.1% |
| 1Y | +31.8% | +21.2% | +10.6% | +36.7% |
| 3Y | +195.3% | +48.7% | +146.6% | +197.7% |
| All | +195.3% | +48.6% | +146.7% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling