+1,683.3%
BE vs KLAC
+271.4%
+1,411.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KLAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -0.6% |
| 7D | +23.9% | +6.2% | +17.7% | +19.0% |
| 30D | +27.8% | -5.0% | +32.8% | +33.1% |
| 3M | +3.7% | -14.4% | +18.1% | +15.7% |
| 6M | +78.0% | +28.3% | +49.7% | +51.5% |
| YTD | +209.9% | +51.1% | +158.8% | +136.3% |
| 1Y | +389.6% | +100.4% | +289.2% | +228.1% |
| All | +1,683.3% | +271.4% | +1,411.9% | +702.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling