-23.6%
KLAC vs B
+1.5%
-25.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +6.5% |
| 7D | -12.3% | +9.6% | -21.9% | -15.0% |
| 30D | -29.6% | +3.5% | -33.2% | -30.2% |
| 3M | -28.2% | -1.6% | -26.7% | -28.4% |
| 6M | -23.6% | -1.7% | -21.9% | -24.0% |
| All | -23.6% | +1.5% | -25.0% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling