+668.0%
BE vs KLAC
+1,542.9%
-875.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.8% | -2.6% |
| 7D | +10.8% | +10.0% | +0.8% | +4.0% |
| 30D | -19.8% | -14.8% | -5.0% | -8.7% |
| 3M | -18.7% | -27.2% | +8.4% | +3.5% |
| 6M | -33.7% | -17.5% | -16.3% | -23.3% |
| YTD | +121.0% | +25.8% | +95.1% | +90.4% |
| 1Y | +85.4% | +31.8% | +53.6% | +56.4% |
| 3Y | +1,709.5% | +195.3% | +1,514.2% | +740.2% |
| 5Y | +462.2% | +285.9% | +176.3% | +109.2% |
| All | +668.0% | +1,542.9% | -875.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KLAC.
Daily Out/Under-Performance
Portfolio return minus KLAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KLAC 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 10y: compounded portfolio wealth divided by compounded KLAC 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…
10y analysis · Full analysis span regression · 6 months rolling