+288.8%
KLAC vs WMB
+148.7%
+140.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.4% | +1.1% |
| 7D | +10.6% | +0.8% | +9.8% | +10.3% |
| 30D | -4.5% | +7.7% | -12.2% | -6.7% |
| 3M | -10.3% | +6.7% | -17.0% | -12.4% |
| 6M | +40.9% | +3.6% | +37.3% | +38.1% |
| YTD | +56.1% | +28.0% | +28.1% | +41.5% |
| 1Y | +109.0% | +37.6% | +71.4% | +82.5% |
| 3Y | +288.8% | +149.0% | +139.8% | +198.9% |
| All | +288.8% | +148.7% | +140.1% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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