+195.3%
KLAC vs WU
-23.0%
+218.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -3.2% |
| 7D | +10.0% | -2.0% | +12.0% | +10.1% |
| 30D | -14.8% | +11.4% | -26.2% | -15.8% |
| 3M | -27.2% | -6.8% | -20.3% | -26.5% |
| 6M | -17.5% | -14.6% | -2.8% | -16.5% |
| YTD | +25.8% | -20.6% | +46.5% | +28.7% |
| 1Y | +31.8% | -15.4% | +47.2% | +32.6% |
| 3Y | +195.3% | -23.6% | +218.9% | +198.9% |
| All | +195.3% | -23.0% | +218.3% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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