+184.3%
KLAC vs B
+165.5%
+18.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +6.5% |
| 7D | -12.3% | +9.6% | -21.9% | -15.1% |
| 30D | -29.6% | +3.5% | -33.2% | -30.5% |
| 3M | -28.2% | -1.6% | -26.7% | -28.5% |
| 6M | -23.6% | -1.7% | -21.9% | -24.2% |
| YTD | +14.4% | -5.3% | +19.7% | +15.4% |
| 1Y | +15.4% | +27.2% | -11.8% | +8.1% |
| 3Y | +184.3% | +166.1% | +18.2% | +127.6% |
| All | +184.3% | +165.5% | +18.8% | +127.6% |
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