+452.1%
KLAC vs B
+154.7%
+297.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.5% |
| 7D | +6.2% | +1.0% | +5.1% | +5.8% |
| 30D | -5.0% | +9.5% | -14.5% | -7.5% |
| 3M | -14.4% | +14.3% | -28.7% | -17.9% |
| 6M | +28.3% | -1.9% | +30.2% | +27.3% |
| YTD | +51.1% | +4.1% | +47.0% | +48.9% |
| 1Y | +100.4% | +56.1% | +44.3% | +82.1% |
| 3Y | +276.3% | +202.0% | +74.3% | +201.8% |
| 5Y | +452.1% | +158.8% | +293.3% | +336.3% |
| All | +452.1% | +154.7% | +297.4% | +336.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling