+282.3%
KLAC vs B
+202.9%
+79.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.0% |
| 7D | +5.7% | -1.6% | +7.3% | +6.2% |
| 30D | -3.6% | +9.4% | -13.1% | -6.8% |
| 3M | -12.8% | +5.0% | -17.8% | -14.8% |
| 6M | +26.1% | -3.5% | +29.6% | +25.4% |
| YTD | +53.3% | +4.5% | +48.9% | +50.5% |
| 1Y | +113.7% | +67.8% | +45.9% | +87.9% |
| All | +282.3% | +202.9% | +79.4% | +202.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling