+433.3%
KLAC vs WMT
+133.5%
+299.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.6% | +1.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -13.2% | -7.4% | -5.7% | -11.9% |
| 3M | -25.0% | -10.9% | -14.1% | -23.4% |
| 6M | +23.6% | -12.7% | +36.3% | +26.3% |
| YTD | +49.2% | -3.2% | +52.4% | +47.6% |
| 1Y | +89.3% | +5.3% | +84.1% | +81.9% |
| 3Y | +274.4% | +101.9% | +172.5% | +185.9% |
| All | +433.3% | +133.5% | +299.7% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 5y: compounded portfolio wealth divided by compounded WMT 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…
5y analysis · Full analysis span regression · 6 months rolling