+270.8%
KLAC vs WM
+46.1%
+224.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.2% | +8.6% | +7.0% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | -3.6% | -2.4% | -1.3% | -4.2% |
| 3M | -12.8% | +0.4% | -13.2% | -12.7% |
| 6M | +26.1% | -9.5% | +35.5% | +26.1% |
| YTD | +53.3% | +0.5% | +52.8% | +52.8% |
| 1Y | +113.7% | -1.1% | +114.8% | +114.2% |
| All | +270.8% | +46.1% | +224.7% | +294.3% |
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