+433.3%
KLAC vs WY
-22.2%
+455.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.6% | +1.8% |
| 7D | -2.7% | -4.2% | +1.5% | -0.5% |
| 30D | -13.2% | -10.1% | -3.1% | -8.4% |
| 3M | -25.0% | -8.5% | -16.5% | -22.4% |
| 6M | +23.6% | -3.3% | +26.9% | +23.9% |
| YTD | +49.2% | -4.4% | +53.6% | +49.5% |
| 1Y | +89.3% | -11.5% | +100.8% | +97.6% |
| 3Y | +274.4% | -24.3% | +298.7% | +315.7% |
| All | +433.3% | -22.2% | +455.5% | +507.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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