+2,247.0%
KLAC vs B
+216.6%
+2,030.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | +10.0% | -7.3% | +17.3% | +11.7% |
| 30D | -14.8% | -3.3% | -11.5% | -14.3% |
| 3M | -27.2% | -7.8% | -19.4% | -26.3% |
| 6M | -17.5% | -15.5% | -1.9% | -15.1% |
| YTD | +25.8% | -12.3% | +38.1% | +28.5% |
| 1Y | +31.8% | +5.4% | +26.5% | +30.4% |
| 3Y | +195.3% | +165.5% | +29.8% | +148.1% |
| 5Y | +285.9% | +107.0% | +178.9% | +229.5% |
| All | +2,247.0% | +216.6% | +2,030.4% | +1,795.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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